Screening China A-Shares by Range, Prior-Day Leaderboard, and Exchange Location

Summary

The proposed stock screen combines three filters: a prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and exclusion of Beijing-listed A-shares. The article frames the range filter as a way to find more active stocks and treats leaderboard inclusion as a sign of short-term market attention. It gives example formulas and Python-style logic for intersecting the qualifying sets, then sorting candidates by closing price.

The post provides a screening recipe rather than a tested trading system. It reports no backtest, returns, or comparison with a benchmark, and the stated rationale for excluding Beijing shares is speculative. It also cautions that high-amplitude stocks carry greater risk and that leaderboard data do not establish future performance. The examples refer to particular data fields and a dated leaderboard query, so implementation depends on the platform’s definitions, data availability, and correct alignment of the prior trading day. The author suggests adding company growth, market expectations, capital flows, and sector context, but does not evaluate those additions.

Key ideas

• The screen requires prior-day amplitude above 1%, previous-day leaderboard presence, and a non-Beijing A-share listing.
• The proposed rationale is to combine elevated price movement with recent market attention.
• The article shows how to intersect the filters and sort the resulting candidates by closing price.
• The post reports no performance testing, and leaderboard presence is not evidence of future returns.
• The suggested location exclusion may omit candidates, while high-amplitude stocks can carry greater risk.

Tags

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