Stock Screening by Daily Amplitude, Listing Age, and Price

Summary

This Chinese equity screening idea selects stocks with daily amplitude above 1, a listing history longer than one year, and a closing price equal to 18.5 yuan. The post presents these conditions as a way to focus on active, more established shares within a chosen price range. It includes formula and Python examples for applying the filters.

No performance results or empirical support are provided. The author notes that an exact price condition may produce very few selections and that lower-priced shares can face selling pressure. The code also appears inconsistent with the stated strategy: it checks closing price but does not implement the amplitude condition, and its date handling and candidate filtering may not reliably represent the intended rules. The post suggests adding fundamental or technical filters and adjusting the price threshold as conditions change, but does not test those modifications.

Key ideas

• The stated screen requires amplitude above 1, more than one year since listing, and a closing price of 18.5 yuan.
• The post supplies formula and Python examples but reports no backtest or performance evidence.
• An exact price threshold can leave few stocks eligible and may exclude other candidates.
• The Python example does not implement every stated filter, so the screening logic needs review.

Tags

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