A-Share Screen Using Intraday Range, Market Value, Profitability, and the 10-Day Average

Summary

This stock screen combines a daily price range threshold with a market capitalization ceiling, positive earnings, and an opening price near the 10-day moving average. The proposed refinement specifies positive net profits in each of the latest four quarters, alongside limits on individual position size and stop-loss rules. The document also suggests adding financial, sentiment, or other technical filters.

It gives example screening conditions and sample formula and Python snippets, but provides no backtest, performance results, or evidence that the rules produce an advantage. Its risk discussion notes that technical filters can be sensitive to short-term fluctuations and may omit broader market conditions or company fundamentals. The opening-price range around the moving average is described broadly, and implementation details and data definitions would need validation before practical use.

Key ideas

• The screen selects stocks using daily range, market capitalization, profitability, and opening price relative to the 10-day average.
• The proposed refinement requires positive net income across the latest four quarters.
• The article recommends position limits and stop losses as risk controls.
• It warns that technical filters can react to short-term price noise and overlook broader market or company factors.
• No backtest or performance evidence is provided.

Tags

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