Chinese Stock Screen Using Amplitude, Control Changes, and Float Size

Summary

This Chinese equities screening proposal selects stocks using three conditions: amplitude above 1, a daily controlling-share measure above 21, and tradable float no greater than 5.5 billion shares. It frames the criteria as a way to find volatile stocks with substantial control changes and a more limited share supply. The article also offers reference formulas for ranking candidates in a Chinese stock research platform.

The proposal is a screening rule, not a complete trading strategy: it does not specify entry timing, exits, position sizing, or a holding period. Its own discussion cautions that float limits are subjective, the added filter may leave too few candidates, and unreliable input data can produce mistaken selections. It recommends weighing the float threshold carefully, combining the screen with fundamental and technical measures, and checking data quality. No backtest results or evidence of profitability are reported.

Key ideas

• The screen combines amplitude, a daily controlling-share measure, and tradable float size.
• It targets Chinese equities with a specific volatility and share-supply profile.
• The float cap may reduce the number of eligible stocks and limit flexibility.
• The article flags subjective thresholds and data quality as sources of error.
• It gives no backtest results or complete rules for trading selected stocks.

Tags

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