A-Share Screening by Price Range, Listing Age, and Capital Strength

Summary

This note describes an A-share stock screen that first requires price amplitude above a threshold and at least three years since listing, then ranks eligible stocks by capital strength. Its stated final version selects the top half and proposes combining the screen with fundamental indicators. The rationale is that greater price movement may attract investor attention, listing history can filter out newer and potentially less stable firms, and stronger capital flow may indicate market interest.

The document provides no backtest results or performance evidence. It flags that the screen omits company fundamentals, that capital strength may overlook less-followed companies with potential, and that recent trading activity does not establish long-term value. The accompanying sample implementation uses circulating market capitalization as its ranking measure, so the code does not clearly operationalize the described capital-strength metric. The suggested fundamental filters are not specified, leaving the final method underspecified.

Key ideas

• The screen requires price amplitude above a threshold and a listing history of at least three years.
• Eligible stocks are ranked by capital strength, with the described final selection taking the top half.
• The rationale links price movement and capital flow with investor attention, but does not establish long-term value.
• The note recommends adding fundamental measures while acknowledging that its ranking metric and proposed filters are underspecified.
• No backtest results are provided.

Tags

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