Chinese Stock Screening by Amplitude, Year, and Prior-Day Turnover

Summary

This Chinese equity screen combines three conditions: amplitude above 1%, a date in 2021, and previous-day turnover above 8%. The document frames high amplitude as a sign of greater price movement and high turnover as a possible indicator of strong market attention and trading opportunity. It supplies formula references and a Python example for applying the conditions to historical data.

The screen is explicitly described as narrow, and no backtest or return evidence is supplied. Its year filter also restricts the stated selection to 2021, while the discussion does not explain how that date constraint should be adapted for later use. The author recommends adding other technical measures and fundamental analysis, and notes that these filters cannot eliminate market risk or guarantee performance.

Key ideas

• The screen requires amplitude above 1%, a 2021 date, and prior-day turnover above 8%.
• The document treats amplitude and turnover as indicators of price movement and market attention.
• It provides no results showing that the screen generated profitable trades.
• The date restriction and limited inputs constrain how broadly the rule can be applied.

Tags

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