Stock Screening with Price Range, Opening Gain, and Dividend Ratio

Summary

This post outlines a Chinese equity screen that combines a daily amplitude threshold, a gain below 6% at the 9:25 observation, and a 2019 dividend ratio above 25%. It presents the idea as a blend of short-term activity and dividend-focused fundamental selection, and supplies a formula reference and a Python example that also examines historical prices, dividend records, and share data.

The post reports no backtest or performance evidence. It cautions that the screen may select companies with weak fundamentals or unattractive valuations, and says its longer selection horizon may not suit short-term trading. The examples are illustrative and contain additional checks whose relationship to the stated screen is not fully explained, so the document does not establish that the conditions improve returns or reduce risk.

Key ideas

• The screen combines an amplitude threshold, a limited 9:25 gain, and a historical dividend-ratio condition.
• The post describes the selection as joining technical activity measures with dividend criteria.
• The Python example adds historical price and dividend checks to the basic screen.
• No backtest evidence is provided, and valuation and underlying business quality remain concerns.

Tags

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