A-Share Screen Using Daily Amplitude, Arc Shape, and Exchange Exclusion

Summary

This post describes a Chinese A-share stock screen combining amplitude above one, an “arc-shaped” price pattern, and exclusion of Beijing-listed shares. It gives a formula reference that expresses the shape condition using the prior close relative to the five-day high-low range, alongside the amplitude and code filters. The post suggests that the amplitude condition targets more active stocks, while the shape condition is intended to select gentler price movement.

No backtest, performance figures, or empirical support are provided, and the meaning of “arc-shaped” is not formally defined beyond the formula. The author notes that excluding Beijing shares can omit attractive companies and argues for adding market, industry, capital-flow, and growth information. The post is best read as an example of a simple rule-based screening idea rather than evidence of a validated trading strategy; it does not specify portfolio construction, entry and exit rules, or risk controls.

Key ideas

• The screen combines an amplitude threshold with a five-day price-range condition and excludes Beijing-listed shares.
• The post frames amplitude as a way to find more active stocks and the arc condition as a way to favor smoother movement.
• The shape label is only loosely explained, so the formula does not establish a validated pattern effect.
• The author identifies omitted opportunities and recommends considering market, industry, and company information.

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