Screening Stocks by Intraday Range, Low K Value, and Float Capitalization

Summary

This stock-selection example combines three filters: daily amplitude above 1%, a K-line indicator below 20, and floating market capitalization above 10 billion yuan. The article frames amplitude as a measure of price movement, the K threshold as a low-position signal, and the capitalization threshold as a way to retain larger companies. It includes formula and Python examples, with the Python version also sorting selected stocks by turnover.

The author notes that the screen omits company fundamentals and financial condition, and that the capitalization threshold is subjective and changes with share prices. The suggested extensions include additional technical patterns, fundamental and industry data, and consideration of liquidity. No tested results or evidence that the filters predict returns are provided, and the meaning or calculation of the K-line field is not explained in depth.

Key ideas

• The screen requires daily amplitude above 1%, a K indicator below 20, and float capitalization above 10 billion yuan.
• The selection combines technical conditions with a company-size filter.
• The article flags missing fundamental analysis and the subjectivity of the capitalization threshold.
• It suggests adding technical, fundamental, industry, and liquidity factors.
• No backtest or predictive evidence is presented.

Tags

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