A-Share Screen Using Price Amplitude, Rising Averages, and Institutional Buying

Summary

This proposed A-share screen selects stocks with price amplitude above 1%, upward dispersion in the daily moving averages, and positive institutional or major-player buying. The intended rationale combines volatility, a short-term upward price configuration, and evidence of buying activity. The article includes a brief indicator formula and a Python example that also applies a price-to-book filter and checks trading-flow data.

The write-up cautions that short-term price and flow signals can favor temporary hot stocks while overlooking durable business quality. It also questions the reliability of institutional-buying information and recommends adding fundamental measures such as valuation and return on equity, along with market and industry constraints. No backtest or performance evidence is provided. The formula and sample code differ in places, including how moving averages are compared, so the signal definitions and data source would need careful checking before research or deployment.

Key ideas

• The proposed screen combines amplitude, moving-average configuration, and a positive institutional-flow signal.
• The rationale is to identify volatile stocks with an upward short-term price pattern and buying interest.
• The article warns that flow data may be unreliable and short-term signals may not persist.
• Fundamental and market-context filters are suggested, but no tested results are reported.

Tags

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