Chinese Stock Screen Using Price Amplitude, Listing Age, and Turnover

Summary

This stock screen selects shares with price amplitude above 1, a listing history longer than one year, and turnover between 2% and 9%. The post frames amplitude and turnover as measures of trading activity and listing age as a simple stability filter. It gives formula examples and Python-style sample code intended to illustrate how to identify candidates.

The author notes that the screen relies heavily on trading data and may overlook fundamentals. Suggested refinements include valuation measures, technical indicators, and adjusting turnover thresholds as market conditions change. The post provides no backtest, return evidence, or detailed portfolio and risk rules, and its example implementation may not calculate all stated conditions consistently. The thresholds should therefore be treated as an initial screening recipe rather than evidence of a profitable strategy.

Key ideas

• The screen requires price amplitude above 1, listing age over one year, and turnover from 2% to 9%.
• The post treats activity and listing age as simple stock-selection proxies.
• It recommends adding fundamental and technical measures and adapting turnover thresholds.
• No performance evidence or complete portfolio rules are supplied.

Tags

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