A-Share Screening with Range, Relative Volume, and Control Data

Summary

The document outlines a Chinese A-share stock screen combining daily price range, relative trading volume, and a measure described as today’s control or large-order share. Its stated selection conditions require a range of at least one percent, relative volume between 1.5 and 6, and control above 21. The rationale is to seek stocks with noticeable movement and active, but not extreme, trading while filtering for a stronger large-order presence.

It warns that the control measure may be incomplete, delayed, or unreliable, and that market or policy changes can weaken the screen. It also notes that the method omits company fundamentals and financial condition. The article suggests validating the data, combining technical and fundamental information, and adjusting parameters using historical data. Its included code reference uses additional limit-up, order-book, and turnover conditions, which do not map cleanly to the simpler screening statement; no measured results or backtest methodology are supplied.

Key ideas

• The proposed screen combines a minimum price range, bounded relative volume, and a control-data threshold.
• The stated rationale is to find active stocks without selecting the most extreme volume readings.
• The control metric may be inaccurate or delayed, and the screen omits fundamental analysis.
• The code example adds conditions beyond the headline criteria, and the document provides no performance evidence.

Tags

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