A-Share Screen Combining Turnover, Daily Gains, and an Arc Pattern
Summary
This document presents an A-share stock screen requiring turnover between 3% and 12%, a daily gain above 1%, main-board listing, and an arc-shaped price pattern. Its explanation combines activity and price filters with a technical pattern intended to identify stocks in a consolidation phase after a prior advance. The post supplies indicator and Python examples that approximate the pattern using moving averages, recent lows, a stochastic-style range measure, nearby price bounds, and volume.
The author notes that pattern recognition may be imprecise and subjective, creating scope for classification errors. The post suggests adding valuation measures such as price-to-earnings or price-to-book ratios and further technical or relative-strength indicators. It gives no backtest results or evidence of profitability, and the pattern description does not establish that selected stocks will continue upward.
Key ideas
- The screen combines turnover between 3% and 12% with a daily gain above 1%.\nIt restricts candidates to main-board stocks displaying an arc-shaped pattern.\nThe examples use price, range, and volume conditions to approximate that pattern.\nThe document cautions that pattern recognition can be subjective and inaccurate.\nIt provides no evidence that the selection rule produces profitable trades.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.