Chinese Stock Screen Using Amplitude, Control, and Recent Price Gains

Summary

This post describes a Chinese stock selection screen combining price amplitude, a measure labeled today’s control, and a recent large daily gain. Its written logic adds a free-float market capitalization floor. The article also provides example formulas for two Chinese market analysis platforms, applying the conditions and ranking the resulting selections. It suggests adding relative strength or moving-average trend measures and strengthening risk controls, but does not define those refinements precisely.

The post warns that the screen may depend heavily on market cycles, may have weak predictive accuracy, and can stop working as conditions change; it also mentions overfitting risk. The heading states a recent gain threshold of at least one percent, while the body and example logic specify at least ten percent, an internal inconsistency that should be resolved before implementation. No backtest results or evidence of future performance are provided, and the screen alone does not establish a reliable buy signal.

Key ideas

• The screen combines amplitude, a current control measure, and a recent daily price gain condition.
• The post adds a free-float market capitalization threshold to its final selection logic.
• The heading’s gain threshold conflicts with the body and formulas, which use a higher threshold.
• The author flags cycle dependence, changing market conditions, weak prediction, and overfitting as risks.
• Suggested additions include relative strength, moving-average trends, and stronger risk controls.

Tags

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