A Stock Screen for Large Amplitude, Limit-Down Opens, and Fund Control

Summary

This Chinese equity screening post selects stocks with an amplitude above 1, a prior-day 9:15 matched price at the limit-down level, and a prior-day indicator described as major-player control. It proposes sorting qualifying stocks by another indicator and taking the top n. The post includes example formula logic and Python-style pseudocode, while noting that the ranking field needs to be supplied.

The stated rationale combines volatility, market sentiment, and inferred capital flows. The author acknowledges that the rules are narrow and that the behavior of large market participants is difficult to measure or predict, suggesting that volume and other flow data could be added. No backtest, defined evidence of predictive value, or detailed trading and risk rules are provided. The screen is therefore an exploratory signal recipe, not a validated strategy; its interpretation also depends on the platform-specific indicator definitions.

Key ideas

• The screen combines a minimum amplitude, a prior-day limit-down matched price, and a major-player control indicator.
• The post suggests ranking qualifying stocks with an additional metric and selecting the top candidates.
• Its rationale combines volatility, sentiment, and inferred capital flows.
• The author warns that the conditions are narrow and that large-player activity is uncertain.
• No backtest or evidence of predictive performance is presented.

Tags

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