Chinese Stock Screening with Trading Range, Listing Age, and Dragon-Tiger List Activity

Summary

This note describes a Chinese equity screen combining daily price range, company listing age, and appearance on the Dragon-Tiger trading list. Its rationale is that a larger range may indicate active trading, a longer listing history may favor more established companies, and list appearance may signal attention or changing market sentiment. The article also provides indicator definitions and an example selection workflow based on recent price data and listing dates.

The screen is presented as a way to identify active, attention-attracting stocks, but it offers no backtest, performance figures, or evidence that the combined signals predict returns. The author cautions that the list condition may capture nearly every stock appearing on that day’s report, including names with little follow-through. Suggested refinements include adding fundamental measures such as valuation ratios and technical indicators. The example’s data windows and implementation details may not align perfectly with the stated same-day selection logic, so the screen would need careful validation before use.

Key ideas

• The screen combines price range, listing age, and Dragon-Tiger list appearance.
• A larger daily range is used as a proxy for market activity.
• A listing history longer than one year is intended to favor more established shares.
• Dragon-Tiger list inclusion is treated as a possible signal of attention and sentiment.
• The article supplies no tested performance evidence and recommends adding further filters.

Tags

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