Chinese Stock Screening with Intraday Gains, Amplitude, and Revenue Growth
Summary
This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and business growth. The post includes formula and Python examples that illustrate how to gather market and financial data and apply screening conditions.
The note gives no backtest, portfolio construction rules, or measured evidence that the screen improves selection outcomes. Its description and code also have potential definition mismatches: the formula refers to recent twelve-month revenue divided by 2018 revenue, while the prose specifies 2021 revenue, and the code’s amplitude calculation is not a direct implementation of the stated threshold. The author mentions risks from management, policy, market shifts, and lagging data, and suggests adding industry context. The criteria therefore need careful data and timing definitions before they can be tested consistently.
Key ideas
- The proposed screen combines amplitude, the 9:25 price gain, and revenue growth from 2018 to 2021.\nThe stated thresholds are amplitude above 1, the 9:25 gain below 6%, and revenue growth above a 1.1 ratio.\nThe formula and Python example do not align cleanly with the prose on revenue periods and amplitude measurement.\nThe post supplies no measured strategy results or backtest evidence.\nManagement, policy, market changes, and stale data may affect the screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.