Screening Stocks by Amplitude, Prior-Day Control, and Market Capitalization

Summary

This Chinese-language post describes a simple stock screen based on price amplitude above 1, a claim of main-fund control on the previous day, and stock scale above 200 million. Its stated aim is short-term selection. A sample implementation adds further filters, including positive trading volume, turnover, price-to-earnings ratio, circulating market capitalization, holder count, and exclusion of special-treatment stocks.

The post gives no backtest, performance figures, or precise definition of the control signal or the amplitude and size units. It cautions that the screen may overlook company fundamentals and smaller stocks, and that relying on a few market and technical factors can produce unreliable selections. It recommends considering both fundamental and technical inputs and adapting risk management to changing market conditions. The criteria are presented as a basic template, not as validated evidence of profitability.

Key ideas

• The proposed screen selects stocks with amplitude above 1 and prior-day main-fund control, subject to a size threshold above 200 million.
• The sample implementation adds filters for volume, turnover, valuation, circulating capitalization, holder count, and special-treatment status.
• The post does not provide a backtest or define several screening inputs precisely.
• The author warns that the screen may miss fundamentals and may produce unreliable selections.

Tags

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