A Short-Term Stock Screen Using Amplitude and Prior-Day Trading-List Flows

Summary

This post describes a short-term China equity screen for stocks whose prior-day price amplitude exceeds a threshold, that appeared on the previous day’s trading activity list with buy value greater than sell value, and that are outside the STAR Market. The proposed rationale is to combine elevated movement with evidence of net buying while excluding one exchange segment. A turnover-rate ranking is shown as a way to select a subset of qualifying stocks.

The article includes formula-style and Python examples, but they do not fully align: the amplitude calculation is not consistently shifted to the prior session, and the code’s market-segment filters and ranking mechanics may not implement the prose exactly. It reports no backtest or outcome data. The post notes that short-term screens are vulnerable to market swings, and that excluding STAR Market stocks can also remove potential opportunities; it suggests adding technical and fundamental checks.

Key ideas

• The screen combines price amplitude, prior-day trading-list net buying, and exclusion of STAR Market stocks.
• The examples propose ranking qualifying names by turnover rate.
• The code and written rules show timing and implementation inconsistencies.
• No performance evidence is provided, and the post highlights short-term volatility and coverage risks.

Tags

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