A-Share Screen Using Price Range, Control, and Weekly WVAD

Summary

This A-share screening idea combines a price amplitude above 1%, a prior-day condition described as institutional control, and a positive weekly WVAD signal. The post interprets these as signs of active trading, large-investor attention, and buying pressure. Its indicator references map the control condition to the close relative to a five-day moving average and the weekly signal to WVAD, while the sample Python logic additionally filters for positive price-to-earnings and sorts by market capitalization.

The post offers no backtest or measured evidence for the combined screen. It identifies several limitations: large amplitude can accompany sharp declines, a weekly bullish reading may not overcome a broader market downtrend, and the approach omits company fundamentals. It recommends considering fundamentals, sector direction, additional indicators, and longer moving averages. The code is illustrative rather than a fully specified reproducible strategy, and the document does not define the amplitude calculation or provide validation of the proposed thresholds.

Key ideas

• The proposed screen combines daily amplitude, a close above its five-day moving average, and a weekly WVAD bullish condition.
• The author treats these conditions as proxies for active trading, institutional interest, and buying pressure.
• High amplitude can signal downside risk, and a positive weekly indicator may be misleading in a falling market.
• The post provides no performance study and recommends adding fundamental and broader trend analysis.

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