A-Share Screen for Rising Lows, Wide Range, and a Lower Daily Low

Summary

This note describes a simple A-share stock screen combining a daily amplitude threshold above 1, a rising-bottom condition, and a current low below the previous session’s low. It frames the rising-bottom measure as a way to identify an improving price base, while the lower low captures a short-term pullback. The post includes indicator-formula and Python examples, but it provides no performance results or validation of the signal.

The author cautions that the rules rely heavily on short-term price behavior and may miss fundamentally strong stocks whose near-term price action is weak. The bottom and low-price conditions also cannot establish company value or growth prospects. Suggested additions include volume, moving averages, valuation measures, market capitalization, and financial-health indicators, with choices adapted to sector and market conditions. The proposed screen is therefore a starting point, not a demonstrated standalone strategy.

Key ideas

• The screen combines amplitude above 1, a rising-bottom condition, and a lower low than the previous day.
• The lower daily low is presented as a short-term price signal alongside a potentially improving price base.
• The post gives implementation examples but reports no backtest or evidence of profitability.
• The author recommends combining technical conditions with company fundamentals and market context.

Tags

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