Chinese Stock Screening with Amplitude, Leaderboard Activity, and Moving Averages

Summary

This document outlines a China A-share screening strategy combining recent price range, prior-day appearance on a market trading leaderboard, and a rising moving average. Its rationale is that a larger amplitude may indicate trading opportunities, leaderboard activity may signal unusual capital flows, and an upward moving average may indicate a positive trend. It provides example formulas and Python-style steps for combining the filters and sorting candidate stocks by price.

The document is internally inconsistent about the trend filter: the opening logic and examples use a 30-day average, while the stated final logic switches to a 60-day average. It provides no backtest results or performance evidence. The author notes that leaderboard data may not capture actual flows and that a rising average cannot guarantee continued gains. Suggested refinements include adding volume, valuation, capital-flow, and sector information, but their effect is not evaluated.

Key ideas

• The proposed screen combines a price-amplitude threshold, prior-day leaderboard activity, and a rising moving average.
• The document gives formula and Python-style examples for intersecting the resulting stock lists.
• Its stated final rule uses a 60-day average, while the examples use a 30-day average.
• The article offers no performance evidence and cautions that leaderboard activity and moving-average direction are imperfect signals.

Tags

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