Screening Chinese Stocks by Amplitude, Institutional Activity, and Float Value

Summary

This post outlines a Chinese stock screening idea that combines recent price amplitude, institutional participation, and circulating market value, restricted to main-board stocks. Its final stated criteria use a 15-day amplitude threshold above one, institutional participation above 30%, and circulating value from 10 billion to under 20 billion yuan. It gives example indicator conditions and a Python-style sketch for retrieving candidates.

The post first describes a different capitalization band of 5–10 billion yuan, then changes the final logic to 10–20 billion, so the intended screen is internally inconsistent. It frames the approach as a way to find volatile, institutionally favored stocks but supplies no performance results or validation. The author flags the risks of smaller-cap exposure and lagging signals, and suggests narrowing the size range and adding fundamental or technical analysis. The code is illustrative and does not establish that its data calls or filtering logic work as written.

Key ideas

• The final screening logic combines 15-day amplitude, institutional participation, float value, and main-board status.
• The stated final thresholds are amplitude above one, institutional participation above 30%, and float value from 10 billion to under 20 billion yuan.
• The article earlier gives a conflicting 5–10 billion yuan float-value range.
• The post warns that the selected stocks may face elevated market and policy sensitivity and that signals can lag.
• No backtest or evidence of predictive performance is provided.

Tags

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