Chinese A-Share Screen Using Amplitude, Dragon-Tiger Lists, and the 10-Day Average

Summary

This Chinese A-share stock screen combines prior-session price amplitude above 1%, appearance on the previous day’s Dragon-Tiger list, and an opening price within 5% of the 10-day moving average. The rationale is to find volatile stocks with signs of active trading and an opening price near short-term average support, where a rebound may be possible. It gives example formulas for screening these conditions, but does not provide historical returns, a backtest, or evidence that the screen predicts profitable trades.

The document flags false signals from short-term moving-average crossovers, rapid technical changes, and the risks of pursuing short-term gains. It suggests adding RSI or MACD, company fundamentals, and adaptable average periods. These are proposals rather than tested improvements. The screen’s rationale also assumes that a Dragon-Tiger listing reflects favorable sentiment, an interpretation that the document does not validate.

Key ideas

• The screen looks for prior-session amplitude above 1%, a previous-day Dragon-Tiger listing, and an open within 5% of the 10-day average.
• The stated rationale links volatility and Dragon-Tiger activity to trading interest, and proximity to the average to possible support.
• The document provides formula examples but no backtest or performance evidence.
• It cautions that short-term signals can mislead and suggests adding technical and fundamental filters.

Tags

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