A-Share Screening by Volatility, Opening Gain, and Position Growth

Summary

This document describes a short-term A-share screen using three conditions: daily amplitude above 1, the 9:25 gain below 6%, and today’s position increase ratio above 5%. It frames amplitude as a measure of volatility, the early price change as a short-term price signal, and position growth as an imperfect indicator of fund flows. The article also gives an indicator-formula reference and sample Python logic for filtering stocks.

The method is presented as a way to identify short-term candidates, but the document provides no backtest, performance results, or evidence that the conditions predict returns. It warns that the screen omits long-term trends and company fundamentals, and that position growth may not fully represent actual money flows. It suggests adding technical and fundamental measures or machine-learning analysis, while noting that exceptional market conditions can still produce misleading signals. The sample implementation also relies on data fields and calculations whose definitions and reliability are not established in the article.

Key ideas

• The screen combines daily amplitude, the 9:25 price change, and position growth.
• Amplitude is used as a proxy for volatility, while the early price move reflects short-term direction.
• Position growth is treated as a fund-flow clue, though the document says it is incomplete.
• The article offers sample screening logic but no evidence of historical or live performance.
• Long-term trends, fundamentals, and unusual market conditions are cited as limitations.

Tags

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