A-Share Screen Using Price Amplitude, Main-Force Control, and Auction Value

Summary

This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find stocks with recent price movement and active trading interest. The accompanying Python example is only a rough reference and instead filters for trading activity and amplitude, ranks by turnover ratio, and applies a circulating-to-total market capitalization condition as a proxy related to large-holder influence. It does not directly implement the stated auction-value ranking.

No performance data or validation is provided. The article itself cautions that the approach depends on short-term capital flows and market sentiment, making results potentially volatile; it also notes that selected stocks may carry substantial risk. It recommends adding technical and fundamental analysis and considering a longer holding horizon, but gives no precise definitions for the control signal, execution timing, exits, or risk limits.

Key ideas

• The stated screen combines amplitude above 1%, prior-day main-force control, and a top-five ranking by current auction amount.
• The example code differs from that description, using turnover sorting and a market-capitalization relationship instead.
• The approach is framed as a short-term way to identify active stocks, but no performance evidence is supplied.
• The document warns that dependence on short-term flows and sentiment can create significant risk.
• Technical and fundamental filters are suggested, while specific execution and risk rules remain undefined.

Tags

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