A-Share Stock Screening with Range, Capital-Flow, and Daily-Gain Filters

Summary

This post proposes a short-term A-share stock screen requiring a large daily high-low range, an indication of prior-day main-fund control, a daily gain above a stated threshold, and main-board listing. It presents the combination as a way to find stocks with recent price strength and activity. The post includes a rough code example, but does not provide a backtest, portfolio construction rules, or evidence of trading performance.

The author warns that the screen may admit expensive or volatile stocks and overlook fundamentals such as asset quality, revenue, profitability, and valuation. Suggested refinements include adding financial measures, technical indicators, and market-cap limits. The capital-flow condition and other screening terms are not fully defined or validated in the post, so the logic should be treated as an idea for further testing rather than a demonstrated strategy. No holding period, exit rule, or risk sizing method is specified.

Key ideas

• The screen combines daily price range, a prior-day capital-control signal, daily gain, and main-board status.
• The post suggests adding financial quality and valuation measures to reduce fundamental blind spots.
• It identifies volatility, high valuations, and broad selection counts as potential risks.
• The screening logic has no reported backtest or defined holding and exit rules.

Tags

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