Screening Chinese Stocks by Price Range, Main-Force Control, and Region

Summary

This article presents a China A-share screen that looks for stocks with an amplitude measure above 1 and a prior-day main-force-control signal, while excluding Beijing-based companies. It describes the aim as finding volatile stocks with large-investor interest, and includes example formula references and Python code. The code also applies positive price-to-earnings and price-versus-five-day-average conditions, screens for price changes, and sorts selected stocks by market capitalization, so its implementation adds filters beyond the stated core rule.

The article acknowledges that excluding companies based on location can eliminate promising candidates. It suggests adding valuation measures such as price-to-earnings, price-to-book, or PEG, as well as technical indicators. No backtest, performance evidence, or validation of the main-force-control proxy is presented, and the code's data fields may not implement the selection logic exactly as described.

Key ideas

• The stated screen uses an amplitude threshold and a prior-day main-force-control signal, excluding Beijing-based stocks.
• The example code adds valuation, price-change, and price-versus-moving-average conditions.
• A regional exclusion can remove otherwise suitable stocks from consideration.
• The article recommends broader fundamental and technical analysis but provides no tested performance evidence.

Tags

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