A-Share Screen Using High Amplitude, an 18.5 Yuan Price, and Institutional Flow

Summary

The document proposes an A-share screen using daily price amplitude above one percent, a share price of 18.5 yuan, and positive institutional movement. It presents the combination as a way to select volatile stocks at a chosen price level with favorable institutional activity. Indicator-style and Python examples are included, with the Python sketch also applying listing-history, trading-limit, and recent-price checks.

The explanation gives no backtest, performance figures, or evidence that the fixed price threshold indicates fair value. The examples do not establish a consistent operational definition for institutional movement, and the Python filters differ from the simple three-condition rule described in the text. The author acknowledges that the screen uses few factors and may miss company quality and other risks, suggesting additional technical and fundamental measures. These are suggestions rather than tested improvements.

Key ideas

• The stated screen combines amplitude above one percent, a price of 18.5 yuan, and positive institutional movement.
• The post interprets amplitude as volatility and institutional movement as a positive flow signal.
• The Python example adds other filters that go beyond the three conditions in the stated rule.
• The document gives no tested evidence that the fixed price threshold or full screen has predictive value.
• It notes that simple filters may overlook company quality and other risks.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.