A-Share Screening with Daily Range, Rounded Price Action, and Auction Change
Summary
This A-share screening idea combines three conditions: daily amplitude above 1%, a rounded or relatively subdued price pattern, and an auction-period price change between -2% and 5%. The article interprets the amplitude filter as a way to find active stocks, the shape condition as a way to favor smoother movement relative to a moving average, and the auction range as a proxy for current investor attention. It also provides a formula reference, though it does not report backtest results or explain how the pattern is validated.
The method is a short-term stock selection heuristic, rather than a complete trading system: it gives no entry, exit, or position-sizing rules. The author cautions that it omits company fundamentals and that auction-period data can be noisy because its observation window is brief. The proposed improvement is to combine technical signals with fundamental and broader economic context. These suggestions are qualitative, and the document provides no evidence that the filters produce higher returns or control risk.
Key ideas
- The screen requires daily amplitude above 1%.\nIt combines a rounded price-pattern condition with an auction change between -2% and 5%.\nThe article frames the filters as a short-term way to identify active stocks attracting market attention.\nIt warns that the logic omits fundamentals and that auction data may contain noise.\nNo backtest evidence or full trade-management rules are provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.