A Stock Screen Using Intraday Gain, Amplitude, and Float Market Value

Summary

This post presents an equities screening rule combining three conditions: price amplitude above 1, the 9:25 gain below 6%, and float market capitalization between 5 and 10 billion yuan. It frames the screen as a way to select moderately sized stocks for further consideration, and recommends also reviewing industry and fundamental information rather than relying on the filters alone. The post includes a sample indicator expression and a Python sketch that attempts to retrieve market data and filter candidate shares.

The document offers no reported backtest, return series, benchmark comparison, or evidence that the screen predicts future performance. Its explanation of the method is also not fully consistent: the prose describes a 9:25 price condition, while the indicator expression refers to a closing-price field, and the sample code’s calculations and data-field assumptions may not implement the stated filters as intended. The post itself warns that changing market conditions and shifts in stock characteristics can reduce screening accuracy.

Key ideas

• The proposed screen combines price amplitude, a 9:25 gain threshold, and a float market-capitalization range.
• The post recommends considering industry and fundamentals alongside the quantitative filters.
• It includes an indicator expression and a Python example for assembling candidate stocks.
• No performance evidence is supplied, and parts of the example do not clearly match the stated screening logic.

Tags

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