Screening Main-Board Stocks by Price, Daily Gain, and Range

Summary

This document outlines a daily stock screen for Chinese main-board shares. Its stated criteria combine a price below a specified threshold, a daily gain above a specified percentage, and an intraday high-low range above a threshold. The examples also include filters for board classification, shareholder data, and listing age. Indicator-formula and Python examples are provided to illustrate how these conditions might be applied to market and stock information.

The article characterizes the combination as a way to identify potentially attractive shares, but it offers no backtest, return data, or evidence that the criteria predict future performance. It notes that broad market declines can make selection difficult and suggests adding valuation or other financial measures, or exploring machine-learning methods. The written amplitude condition and the code’s decimal threshold use different-looking scales, and variable references vary between examples, so an implementation should clarify units and data definitions before relying on the results.

Key ideas

• The screen combines a low share price, a positive daily move, and a minimum intraday range.
• It restricts candidates to the main board and includes shareholder and listing-age filters in examples.
• The document offers formula and Python illustrations but gives no performance evaluation.
• The stated amplitude threshold and example code appear to use different scales, requiring clarification.

Tags

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