Screening A-Shares by Recent Amplitude and Yesterday’s Dragon-Tiger List
Summary
The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude as a measure of price movement and the list appearance as an information or activity filter. It also suggests broadening the screen with valuation or profitability measures and technical analysis, and reconsidering the geographic exclusion.
The article identifies relevant limitations: a previous-day listing may say little about subsequent performance, amplitude captures only recent movement, and excluding a region can remove potential candidates without establishing that the exclusion reduces risk. It offers formula and Python illustrations, but no backtest, return data, or evidence that the selection criteria are predictive. The suggested additions are possibilities rather than validated improvements, and the parameters would need testing. The method is therefore best understood as a basic candidate filter, not a demonstrated trading strategy.
Key ideas
- The screen requires amplitude above 1, excludes Beijing shares, and selects stocks appearing on the prior day’s Dragon-Tiger list.
- The list appearance is used as a signal of notable trading activity or disclosure.
- A prior-day list appearance and recent amplitude may not predict future price behavior.
- The regional exclusion may omit candidates without demonstrating that it reduces risk.
- The post gives example implementations but no backtest or evidence of profitability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.