Screening Stocks by Prior-Day Volatility and Dragon-Tiger List Flows

Summary

This short-term stock screen selects shares whose amplitude exceeds 1, that appeared on the prior day’s Dragon-Tiger trading list, and whose reported buy amount exceeds sell amount. It then ranks qualifying names by a capital-strength proxy, illustrated with the change in turnover or trading volume. The stated rationale is to focus on volatile stocks showing signs of net buying activity and rank them by the strength of that activity.

The post warns that short-horizon selections are vulnerable to market swings and that strict filters may leave few candidates, while loose filters can admit riskier stocks. It suggests combining the screen with indicators such as KDJ or RSI and with fundamental measures, but supplies no backtest, performance figures, or evidence that these refinements help. The example uses data from a specific historical trading date, so the calculations and availability of list data require verification before reuse.

Key ideas

• The screen requires amplitude above 1 and prior-day appearance on the Dragon-Tiger list.
• It retains names with reported buying greater than selling and ranks them by a turnover-based strength proxy.
• The proposed rationale is to identify volatile stocks with apparent net inflows.
• The post describes short-term market risk and candidate-count tradeoffs but provides no performance evidence.
• Additional technical and fundamental filters are suggested without a tested specification.

Tags

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