Screening Stocks by Volatility, Market Value, and Prior-Day Dragon-Tiger List Activity

Summary

This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1, circulating market capitalization above 10 billion yuan, and appearance on the previous day’s Dragon-Tiger List, a disclosure of notable trading activity. Its stated rationale is to focus on larger companies with substantial price movement and evidence of buying interest. A formula reference uses circulating market capitalization, a prior-day high-to-low ratio, and net buying by listed brokerage branches. A Python example sketches how to retrieve stock and list data, though its data fields and amplitude calculation may not match the stated conditions exactly.

The post gives no backtest, performance figures, or evidence that these filters predict returns. It notes that list inclusion can miss relevant companies and that high volatility can increase risk. It recommends adding fundamental and technical measures, but does not specify or test a revised strategy. Treat the screen as a selection idea requiring data validation and independent testing, not as evidence of investment value.

Key ideas

• The screen combines market capitalization, price amplitude, and previous-day Dragon-Tiger List activity.
• The stated formula uses net buying by listed brokerage branches as a measure of buying interest.
• The post offers no backtest or performance evidence for the screen.
• List coverage may omit stocks, and volatile stocks can carry elevated risk.

Tags

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