A-Share Screen Using Intraday Range, Control Change, and Drawdown

Summary

This A-share selection rule combines daily amplitude above 1, a reported daily control measure above 21, and a specified drawdown range between roughly 4% and 5%. The article presents the conditions as technical and market-flow signals, interpreting amplitude as volatility and the control measure as an indication of capital activity. It includes formula and sample-code references, then suggests ranking candidates and returning a small list.

The explanation gives no backtest results or evidence that the signals predict returns. It also warns that reliance on historical or sentiment-related indicators can leave risk controls weak, produce inaccurate selections, or create overlap with other screens. Proposed extensions include adding indicators, weighting criteria, and applying machine-learning methods, but no trained model or validation procedure is provided. The formulas and code shown may not cleanly correspond to the plain-language thresholds, so the screen requires careful data and implementation checks before use.

Key ideas

• The screen combines an amplitude threshold, a daily control metric threshold, and a drawdown band.
• The article interprets amplitude as a volatility measure and the control metric as a capital-flow signal.
• It describes sample formulas and code but supplies no performance test or predictive evidence.
• The author recommends broader indicators, weighted criteria, and possible machine-learning approaches.
• The stated rules and examples require implementation checks because their correspondence is not fully clear.

Tags

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