A Five-Part Morning Screen for Short-Term Chinese Stock Candidates

Summary

This post presents a short-term stock screen combining price amplitude, a morning-star pattern, exclusion of specially treated stocks, a market-wide limit-up count capped at five, and selection before 10 a.m. It includes a platform formula and Python example intended to operationalize the filters. The strategy is framed as an early-session way to identify stocks with short-term upside potential.

The article provides no backtest or measured results. It acknowledges that the setup depends on fast market moves, can produce chance-driven selections, and omits company fundamentals. Although it suggests adding fundamental and industry analysis, those ideas are not fully specified in the rule. The included code and formula should be checked carefully: the limit-up count logic and timing data may not implement the stated market-wide and before-10-a.m. conditions as intended. The screen therefore describes a hypothesis, not established evidence of an effective strategy.

Key ideas

• The screen combines price amplitude, a morning-star pattern, and exclusion of specially treated stocks.
• It adds a market limit-up count cap and restricts selection to before 10 a.m.
• The intended use is short-term candidate selection, without reported performance evidence.
• The author notes that the method is vulnerable to noisy price action and lacks fundamental analysis.
• The sample implementation may not accurately encode all stated filters.

Tags

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