A-Share Stock Screen Using Price, Amplitude, and Float Market Value

Summary

This A-share stock screen combines a daily amplitude threshold, a specified closing price, and a float market value range. The article presents the selection as a way to focus on volatile stocks at a chosen price and within a defined company-size band. It includes indicator-style conditions and a Python example intended to retrieve and filter listed stocks, then sort selected names using money-flow data.

The document does not report backtest results or demonstrate that the chosen price or capitalization range has predictive value. It acknowledges that the rules omit fundamentals and may concentrate selections in a narrow size group, and suggests adding financial ratios, technical indicators, volume, and historical trend context. The supplied code and prose also do not align perfectly on all measures, so an implementation would need careful review before use. The screen is a simple candidate filter, not a validated strategy.

Key ideas

• The screen selects stocks using amplitude, closing price, and float market value conditions.
• The article provides both formula-style criteria and a Python stock-filtering example.
• It offers no performance results to show that these filters predict returns.
• The author flags missing fundamental analysis and possible concentration within one size band.
• Additional financial, technical, volume, and trend measures are suggested for further research.

Tags

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