A-Share Screen Using Price Amplitude, Listing Age, and Turnover

Summary

This proposed technical screen selects A-shares with daily price amplitude above 1, a listing age of at least one year in the example, and turnover between 3% and 12%. The post describes the turnover band as a way to focus on stocks with some trading activity, while the amplitude threshold seeks shares with meaningful price movement. It includes definitions for amplitude and turnover and a sample stock-selection outline using market data.

The post cautions that technical and turnover filters omit company fundamentals and other influences, and suggests considering additional indicators or fundamental measures. It provides no backtest, performance results, benchmark, or evidence that the thresholds identify stocks with upward potential. The headline leaves the listing-age threshold incomplete, though the example uses 365 days, and the implementation references data fields and timing choices that should be verified before relying on it. Treat the rules as a screening proposal rather than a validated strategy.

Key ideas

• The screen requires daily price amplitude above 1 and turnover between 3% and 12%.
• Its example implementation filters out stocks listed for less than 365 days.
• The post presents turnover as a liquidity screen and amplitude as a measure of daily price movement.
• The author notes that technical filters omit fundamentals and other market influences.
• No backtest or performance evidence is provided, and the data definitions should be checked before use.

Tags

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