A-Share Screen Using Price Range, Relative Volume, and Recent 龙虎榜 Activity

Summary

This A-share screening proposal looks for stocks with a daily high-low range above 1%, trading volume between 1.5 and 6 times its five-day average, and an appearance on the previous day’s 龙虎榜, a list associated with notable trading activity. The article explains the range as a way to find more volatile names and the volume band as a way to focus on active but not exceptionally elevated trading. It then suggests adding fundamental checks, trend measures, and stop-loss rules.

The write-up supplies a formula sketch and a short Python example, but reports no backtest, returns, or validation. It warns that technical filters alone may select financially risky firms and that position and risk controls matter. The proposed conditions also differ slightly between the initial screen and the stated final version, which adds a fundamental-quality requirement without defining how to measure it. The method is therefore a screening concept rather than a fully specified or demonstrated trading strategy.

Key ideas

• The proposed screen combines a daily price range above 1%, relative volume from 1.5 to 6, and prior-day 龙虎榜 activity.
• The article treats price range and relative volume as measures of movement and trading activity.
• It recommends adding fundamental checks, trend measures, and stop-loss controls.
• No performance results are given, and the fundamental requirement in the final screen is left undefined.

Tags

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