A-Share Screen Using Ten-Day Gains and Capital Strength

Summary

This Chinese A-share stock screen ranks candidates by capital strength, excludes Beijing-listed A-shares, and selects stocks whose ten-day price gain is above zero and below 35%. The document interprets the gain range as a way to find stocks with recent positive movement that have not risen beyond its chosen ceiling. It also includes an illustrative Python snippet, though the code’s quote request and filtering implementation do not clearly correspond to all of the stated screening criteria.

The accompanying analysis cautions that the screen focuses on short-term price behavior and omits company fundamentals and longer-term prospects. It also notes that qualifying stocks can still fall when the broader market is weak. Suggested refinements include adding profitability and valuation measures or adjusting the gain range. No backtest, return data, or evidence of predictive performance is provided, so the screen is a hypothesis to evaluate rather than a validated strategy.

Key ideas

• The screen ranks stocks by capital strength and excludes Beijing-listed A-shares.
• It selects for ten-day gains greater than zero and less than 35%.
• The approach focuses on short-term price behavior and omits fundamentals and longer-term prospects.
• The document suggests adding profitability or valuation filters and adjusting thresholds for market conditions.
• No backtest or performance evidence is provided.

Tags

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