Stock Screening With Daily Amplitude and a Control-Ratio Threshold

Summary

This stock screen selects shares with daily amplitude above 1, a year value of 2021, and a control ratio above 21. The document describes amplitude as a measure of price movement and interprets a higher control ratio as stronger buying pressure. It includes formula and Python examples, but gives no backtest, performance results, or evidence that the control ratio forecasts future returns. The year condition is stated as a filter without explaining its intended role in a current screening process.

The author notes that high-amplitude shares carry greater risk and that the control ratio reflects short-term buying and selling forces, leaving room for subjective interpretation. Suggested additions include RSI or MACD checks, stop-loss levels, and diversification. These proposals are not evaluated, and the code examples would need review for data definitions and implementation details before they could be relied on.

Key ideas

• The screen combines amplitude above 1, a 2021 year filter, and a control ratio above 21.
• The document interprets the control ratio as an indicator of near-term buying pressure.
• Formula and Python examples are provided, but no strategy performance evidence is reported.
• The author flags high volatility and the short-term, subjective nature of the control ratio.
• Additional technical filters and risk controls are proposed but not tested.

Tags

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