Chinese Stock Screening by Amplitude, Turnover, and Market Heat

Summary

This stock selection proposal filters shares by price amplitude and prior-day trading amount, then ranks qualifying names by a measure of market heat. Its examples use amplitude, trading amount, and an amount-based ranking as practical proxies for volatility, liquidity, and investor attention. The document describes the screening logic and provides indicator and Python examples, but reports no test period, portfolio returns, or evidence that the ranking predicts subsequent performance.

The post warns that these are short-term signals and that the rule omits company financial condition and future prospects. It suggests adding fundamental and technical analysis and tightening the screening thresholds to better match a chosen investment horizon. As presented, the method is a candidate list generator, not a complete trading strategy: it does not specify entry and exit rules, position sizing, or risk limits, and market heat may change quickly.

Key ideas

• The screen selects stocks using amplitude and prior-day trading amount, then orders them by market heat.
• The post treats amplitude, trading activity, and heat as short-term selection signals.
• It provides screening examples but no backtest or performance results.
• The author notes that the rule excludes company financials and longer-term prospects.
• Further fundamental and technical assessment is recommended, while portfolio and risk rules remain unspecified.

Tags

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