Screening Stocks by Prior-Day Trading-List Activity and Price Range

Summary

This post presents a short-term stock selection filter combining three conditions: prior-day appearance on a market trading activity list, a share price near 18.5 yuan, and an amplitude threshold above 1 percent. It provides example logic for computing amplitude from high, low, and closing prices, checking the prior day's list appearance, and intersecting the resulting stock sets. The post frames the conditions as a way to find volatile, actively discussed shares at a relatively low nominal price.

The author notes that the filter may produce few candidates, that activity-list attention can fade, and that price and volatility conditions do not establish sound fundamentals. Suggested additions include stop-loss controls, technical indicators, and industry or fundamental information. No backtest results, sample definition beyond the example, or evidence for the proposed short-term return objective is supplied. The rules should therefore be treated as an unvalidated screen, not a demonstrated fixed-income strategy.

Key ideas

• The filter combines prior-day trading-list presence, price, and amplitude conditions.
• Amplitude is calculated from the high-low range relative to the close.
• The post associates trading-list attention with possible short-term volatility.
• It cautions that nominal price and market attention do not establish fundamental quality.
• No backtest evidence is provided for the stated return objective.

Tags

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