A Chinese Equity Screen for Rising Lows and Amplitude

Summary

The post proposes a stock selection screen based on three conditions: amplitude above one, a rising bottom pattern, and exclusion of the STAR Market. It provides indicative implementations in a Chinese stock screener formula language and Python. The Python example combines an amplitude field, a rolling-window condition based on recent highs, and an industry-name exclusion; selected stocks are then ordered by percentage change.

The post suggests adding market-trend or fundamental inputs, such as market capitalization and financial data, and mentions machine-learning adjustment as a possible future refinement. It gives no backtest results, precise definition of amplitude, evidence that rising lows predict returns, or evaluation of the sample window. Its risk discussion notes sensitivity to market conditions, data quality, calculation accuracy, and parameter choices. The provided code is a reference implementation, so its rolling condition and relationship to the stated rising-bottom rule would need to be checked before relying on it.

Key ideas

• The screen selects stocks with amplitude above one and a rising-bottom condition.
• It excludes stocks from the STAR Market.
• The examples sort selected stocks by percentage change.
• Market trends and fundamental data are suggested as possible additional filters.
• The post provides no performance evidence and flags data and parameter risks.

Tags

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