Screening for High-Amplitude Stocks with Recent Dragon-Tiger Listings

Summary

This Chinese-language post outlines a stock screen combining three conditions: daily amplitude above one percent, a trading date in 2021, and a Dragon-Tiger List appearance on the prior day. It explains amplitude as a signal of elevated price movement and treats list inclusion as a sign of notable trading or capital attention. The post gives example condition logic for a charting platform and a Python data-frame filter, including a lagged check of net buying on the list.

The document does not report a backtest, returns, or evidence that these criteria identify profitable trades. Its rationale for selecting 2021 stocks is not supported with analysis, and the two code examples use different denominators for the amplitude calculation. It cautions that list appearances can reflect speculation and that high amplitude entails greater risk. It suggests investigating the reasons for list inclusion and combining the screen with fundamental measures, but does not specify validation methods or risk controls.

Key ideas

• The proposed screen combines amplitude above one percent, a 2021 date, and prior-day Dragon-Tiger List activity.
• The charting example calculates amplitude relative to the low, while the Python example uses the close.
• The post treats list appearance as evidence of attention, not as proof of favorable prospects.
• It notes that volatile selections need risk controls and suggests adding fundamental analysis.
• No performance results or systematic validation are provided.

Tags

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