Screening Chinese Stocks by Amplitude, Control Ratio, and Recent Leaderboard
Summary
This document presents a Chinese stock screen combining price amplitude above 1, a current control ratio above 21, and appearance on the previous day’s market leaderboard. Its rationale is to select volatile stocks with substantial market influence and recent attention. It also sketches a ranking formula that caps and floors a relative amount measure, adds control and leaderboard flags, and sorts candidates by the combined score.
The post warns that leaderboard appearance is only a proxy for market heat, which can fade quickly, and that inaccurate data may cause mistaken selections. It suggests validating the screen with other technical or fundamental measures, trading activity, and reliable data sources. The text supplies indicator formulas and sample code but gives no backtest, performance evidence, or operational detail establishing that the thresholds produce an edge.
Key ideas
- The screen combines price amplitude, a control ratio, and previous-day leaderboard inclusion.
- Its ranking example caps a relative amount measure and adds binary control and leaderboard signals.
- Leaderboard status may not reliably represent durable market interest.
- The post recommends cross-checking the screen with additional indicators and dependable data.
- No performance test is provided to support the proposed thresholds.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.