Stock Screening by Price Amplitude, Control Signals, and Listing Age

Summary

This Chinese equity screening proposal selects stocks with price amplitude above a threshold, a prior-day signal described as major-player control, and a listing age greater than a chosen number of days. Its example implementation also applies filters involving trading activity, valuation fields, market capitalization, and stock status, then estimates the control signal from turnover and volume data. A weekly moving-average crossover is used as an additional condition. The article does not provide test results or evidence that these filters predict returns.

The author describes the main logic as simple and warns that it leaves out many technical and fundamental considerations. The listing-age threshold is unspecified in the headline, while the example uses a particular age filter; the code also includes extra conditions beyond the stated three-part screen. Suggested extensions include moving averages, relative strength, financial measures, market performance, and industry trends. The parameters would need evaluation across market conditions, and the note provides no performance, risk-adjusted return, or robustness evidence.

Key ideas

• The stated screen combines price amplitude, a prior-day major-player control signal, and a minimum listing age.
• The example code adds liquidity, valuation, market-capitalization, stock-status, turnover, and weekly moving-average conditions.
• The listing-age threshold is left open in the headline, while the example uses a specific threshold.
• The article acknowledges that its core selection logic is simple and omits broader technical and fundamental information.
• No backtest results or predictive evidence are reported.

Tags

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