A-Share Screening by Price Amplitude and a Control Indicator

Summary

This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style workflow that filters by amplitude, name, and the control measure, then sorts qualifying stocks by circulating market value. It presents the control measure as a possible clue to upside potential and suggests combining technical and fundamental data.

The post offers no backtest, return series, or validation for the indicator’s predictive value. It acknowledges that the control measure alone does not establish a stock’s value, that the screen underweights fundamentals, and that excluding one region does not remove regional risk. It also cautions that amplitude is an incomplete proxy for volatility. Its proposed improvements include adding growth, valuation, balance-sheet, and industry factors, considering trend, and using profit-taking and stop-loss rules. The examples are described as references that may need adaptation.

Key ideas

• The screen combines an amplitude threshold, exclusion of Beijing-labeled stocks, and a control indicator threshold.
• The example workflow ranks qualifying stocks by circulating market value.
• The document provides no performance evidence for the control measure or combined screen.
• Amplitude and the control indicator are incomplete inputs and should be assessed alongside fundamentals and other factors.
• The post recommends trend and industry analysis together with stop-loss and profit-taking rules.

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