Screening Small-Float Chinese Stocks After Seven Down Sessions

Summary

The document describes a Chinese equity screen for stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and seven consecutive down sessions. It frames the high amplitude as a sign of trading activity, the smaller float as a source of potentially greater risk and return, and the losing streak as a possible oversold rebound setup. Formula and Python examples combine the filters and rank qualifying stocks by volume ratio.

The author cautions that the screen omits company fundamentals and relies on a technical pattern with uncertain predictive value. A run of down sessions may continue rather than reverse, and the text recommends considering sector interest, capital flows, sentiment, and fundamental measures such as valuation. No backtest, performance results, or explicit trade management rules are provided, so the proposed rebound rationale remains unverified and should not be treated as a demonstrated strategy.

Key ideas

• The screen combines high amplitude, a limited circulating share count, and seven consecutive down sessions.
• The losing streak is treated as a possible oversold condition, but it may also reflect continued weakness.
• The examples rank selected stocks by volume ratio after applying the filters.
• The document recommends adding market context and fundamental analysis but offers no performance evidence.

Tags

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