Combining Daily Amplitude, Leaderboard Activity, and Weekly Trend

Summary

This Chinese equity screen selects stocks with amplitude above 1, appearance on the prior day's trading leaderboard, and a weekly bullish bar. The accompanying examples define the weekly condition through a rising alignment of simple and weighted moving averages, as well as a close above the open. Code is provided for the amplitude calculation, leaderboard lookup, trend checks, and intersection of the resulting stock lists. No backtest or live performance evidence is included.

The article treats large amplitude as a sign of opportunity and risk, leaderboard activity as a marker of attention, and the weekly condition as a trend filter. It cautions that high-volatility stocks can move sharply, leaderboard records do not represent the whole market, and a single bullish weekly bar does not guarantee further gains. Suggested refinements include adding other indicators, valuation and financial data, capital flows, sector context, and industry constraints. The screen is therefore a set of candidate filters whose definitions and predictive value require independent testing.

Key ideas

• The screen requires amplitude above 1, prior-day leaderboard appearance, and a bullish weekly condition.
• The example defines the weekly condition using close relative to open and aligned simple and weighted moving averages.
• The article provides implementation examples but no performance evidence.
• Amplitude and leaderboard activity can signal risk as well as attention or opportunity.
• The author suggests adding valuation, financial, flow, and industry information and testing the resulting screen.

Tags

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