A-Share Screen Combining Price Amplitude, Morning Star, and Company Type

Summary

This proposed A-share screen combines a daily price-amplitude threshold, a morning-star pattern, and a company-type filter. The post frames it as a blend of technical and fundamental considerations, while its example defines eligible company types through selected industries. The sample Python logic also checks moving-average relationships and MACD conditions as part of its morning-star test, and includes profitability, leverage, and profit-growth checks in the financial-data section. The stated selection concept is therefore broader than the headline conditions alone.

The post supplies formulas and illustrative code but no backtest, performance results, or evidence that the signals predict returns. It acknowledges that company type may be unstable or a weak proxy for investment potential, and that the selection criteria are limited. It recommends adding more representative financial measures and considering industry and macroeconomic context. Several code conditions do not map cleanly to the headline description, so the implementation and signal definitions should be checked before use. The suggested long holding period is not supported by reported testing.

Key ideas

• The proposed screen combines price amplitude, a morning-star pattern, and a company-type filter.
• The sample implementation adds moving-average, MACD, and financial-health conditions.
• The post does not report backtest results or performance evidence.
• Company type may change over time and may be a weak proxy for investment potential.
• The sample rules require reconciliation with the headline criteria before they are used.

Tags

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