A-Share Screen Combining Turnover, Declines, and a Curved Price Pattern

Summary

This Chinese A-share screen combines turnover between 3% and 12%, three consecutive down days, and a recent curved or rounded price pattern. Its description frames the pattern as occurring in a low-level consolidation range. The examples translate these ideas into moving-average, rolling-high and rolling-low, and close-price conditions, alongside a separate function intended to assess curvature. The author suggests adding valuation and profitability measures to bring company fundamentals into the selection process.

The article offers formula and data-query examples but no backtest, benchmark comparison, or evidence that the pattern predicts returns. The author explicitly notes that the curved-pattern criterion is subjective and that ignoring fundamentals can lead to poor selections. The provided formula and Python example express the pattern differently, so the operational definition is not fully consistent across implementations. The post describes a stock-selection screen, not a complete portfolio or trading plan; it gives no entry, exit, or position-sizing rules.

Key ideas

• The screen combines a turnover band, three consecutive down days, and a curved price-pattern condition.
• The formula example uses moving averages and rolling price ranges to approximate the pattern.
• The Python example applies a separate curvature calculation to historical closing prices.
• The article recommends adding valuation and profitability measures for fundamental context.
• The pattern is subjective, implementations differ, and no strategy performance evidence is supplied.

Tags

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