Chinese Stock Screening with Volatility, Dragon-Tiger Listings, and Price Support

Summary

This note describes a Chinese equity screen combining prior-day price range, appearance on the Dragon-Tiger List, and a condition labeled as main-force control. Its stated rationale is that a larger range may signal trading opportunity, list appearance may reflect short-term attention, and buying interest near a prior low may indicate support. The article also sketches indicator-formula and Python implementations that combine these filters and rank qualifying stocks by price.

The evidence is conceptual: the article provides no backtest results, performance statistics, or examples of selected stocks. Its implementation details are not fully consistent with the prose: the listed amplitude check uses prior-day prices, while the control condition includes volume and moving-average rules that do not directly match the explanation. The author notes that backtests may differ from live results, that market and time conditions limit generalization, and that dependence on short-term sentiment creates risk. Suggested refinements include adding valuation measures, checking capital flows, and incorporating other technical indicators.

Key ideas

• The screen combines a prior-day amplitude threshold with Dragon-Tiger List appearance and a price-control condition.
• The article interprets list appearance as a possible sign of short-term market attention.
• Its code sketches add volume and moving-average tests to identify the stated control condition.
• The note gives no performance evidence and cautions that backtests and live results can differ.
• It suggests adding fundamental data, capital-flow checks, and other indicators.

Tags

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