A-Share Screen for Rising Lows, Daily Range, and Position Increases

Summary

This post proposes an A-share stock screen using three conditions: daily amplitude above 1, a rising bottom pattern, and a daily position-increase share above 5%. The text frames amplitude and rising lows as technical filters and the position-increase measure as an additional indicator of market participation. It includes formula and Python examples that attempt to operationalize the pattern and rank selected stocks by price change.

The post suggests adding sentiment, volume, and financial measures, and validating the logic against historical data. It gives no backtest, benchmark, or performance statistics, so the proposed filters are a screening idea rather than evidence of a profitable strategy. It also acknowledges that position-increase data can be time-sensitive and affected by large investors. The written rule and sample implementations may not encode the same meaning for rising bottoms or position increases, so definitions and data fields need careful verification before testing or deployment.

Key ideas

• The proposed screen combines amplitude above 1, rising lows, and a daily position-increase share above 5%.
• The technical filters are intended to identify stocks with active trading and a strengthening price base.
• The author suggests adding sentiment, volume, and financial information and validating the screen historically.
• The post reports no performance evidence, and position-increase data may be unstable or hard to interpret.
• The text and sample implementations may differ in how they define the screening conditions.

Tags

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