A Stock Screen Using Price Range and Prior-Day Trading-Board Activity

Summary

This document proposes selecting stocks whose daily high-low range exceeds 1%, whose closing price is 18.5 yuan, and which appeared on the prior day’s Dragon-Tiger list, a Chinese market disclosure of notable trading activity. It presents the screen as a way to locate volatile, actively watched stocks. Sample indicator-formula and Python snippets illustrate applying the conditions and sorting candidates by trading value.

The article offers no backtest, candidate list, or performance measurements, so it does not show that these conditions predict returns. It notes that the disclosure is short-term and that interpreting it can be subjective, potentially misleading investors about longer-term value. It suggests adding technical or fundamental filters and broadening the activity lookback, without evaluating those changes. The title says the price is 18, while the body and examples specify 18.5, and the examples contain implementation details that should be checked against the intended data fields and date logic before use.

Key ideas

• The proposed screen combines a daily range above 1%, a closing price of 18.5 yuan, and prior-day Dragon-Tiger list appearance.
• The disclosure condition is presented as a marker of recent market attention.
• The document provides example implementations but no test results or evidence of predictive value.
• The author cautions that the activity signal is short-term and may not indicate lasting investment value.
• The title and body disagree on the specified share price.

Tags

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