A-Share Screen Using Prior-Day Range, Ten-Day Average, and Region

Summary

This A-share stock screen selects names whose prior trading range exceeds a stated threshold, whose opening price is within five percent of the ten-day moving average, and whose registered province is not Beijing. The document provides example formulas and Python logic for calculating the range and moving average, filtering the stock universe by province, and intersecting the resulting selections.

The stated rationale is that a larger range may offer opportunity while an opening price near its moving average indicates relative stability; excluding Beijing stocks is presented as a way to avoid regional policy exposure. These explanations are assertions rather than tested findings. The author acknowledges that the geographic filter can exclude strong candidates and that the combined constraints may leave a narrow universe, and suggests adding fundamental or market-rating information. No backtest, return data, or evidence validates the screen.

Key ideas

• The screen combines a prior-day range threshold, an opening price near the ten-day average, and a non-Beijing location filter.
• The document provides sample formula and Python implementations of the filters.
• It warns that the regional exclusion and combined constraints may narrow or distort the candidate set.
• No backtest or performance evidence is supplied.

Tags

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