China A-Share Screen for Daily Range and Mid-Cap Float Value

Summary

This stock-selection screen targets mainland Chinese equities outside Beijing, requiring a daily high-low range above 1% and a circulating market value between 5 billion and 10 billion yuan. The document provides both an indicator formula and a Python example for applying the filters. It describes the screen as combining price variability with company size; it does not specify how often to rebalance or how selected stocks would be bought or sold.

The post warns that range and market capitalization alone omit company fundamentals, industry prospects, liquidity measures, and opportunities outside the chosen size band. It suggests adding other market and fundamental measures, but provides no tested refinement or performance evidence. The formula and prose also differ in how they express the range calculation, and the geographic exclusion wording is not fully consistent. Treat the rules as a basic screening example requiring data and implementation checks, rather than as a validated trading strategy.

Key ideas

• The screen selects stocks with a daily high-low range above 1%.
• It limits candidates to circulating market values from 5 billion to 10 billion yuan.
• The post excludes Beijing stocks and describes an additional mainland-region filter.
• The author notes that size and price range do not account for fundamentals or industry conditions.
• No backtest results or trading rules are supplied.

Tags

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