A-Share Screen Using Price Amplitude, a Fixed Price, and Trading-Volume Imbalance

Summary

This post proposes an A-share screen using amplitude above 1, a share price of 18.5 yuan, and an outside-to-inside trading-volume ratio above 1.3. It treats amplitude as a volatility filter, the price cutoff as a price-level constraint, and the volume ratio as an indication of buying interest. The article supplies indicator and Python examples, but reports no backtest, signal study, or evidence that these conditions generate returns.

The author says the rule is simple and omits fundamental information and historical trend context, which may leave financially weak firms in the results or overlook longer-term price behavior. Suggested refinements include adding valuation and dividend measures, technical indicators such as MACD or RSI, and historical-trend analysis; the volume-ratio threshold may also need adjustment across market conditions. The fixed price level is a screening choice, not evidence that a stock is fairly valued, and the post does not establish the rule’s effectiveness.

Key ideas

• The screen combines amplitude above 1, a price of 18.5 yuan, and an outside-to-inside volume ratio above 1.3.
• The author interprets the volume ratio as a proxy for buying interest and amplitude as a volatility filter.
• The post provides implementation examples but no reported backtest or performance evidence.
• The author notes that the rule omits fundamentals and longer-term trends and suggests adding further indicators.

Tags

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