A-Share Screening by Trading Range and Rising Price Lows

Summary

The document describes a Chinese A-share stock screen that looks for trading amplitude above a threshold and rising lows, while excluding Beijing-listed stocks. It also suggests filtering out companies with unusual industries or abnormal financial data, and adding fundamental measures to supplement the technical criteria. The examples refer to formula-based and Python implementations, but they do not establish that the screen is profitable.

The article flags that a regional exclusion can omit attractive companies and that technical signals alone may select firms with weak fundamentals. It offers no backtest results, performance measures, or precise, consistent definition of the rising-low condition. Its sample Python code also appears to use high-price variability as a proxy for amplitude, so implementation details should be checked before use.

Key ideas

• The screen combines a trading-amplitude threshold with a pattern of rising price lows.
• It excludes Beijing A-shares, a choice that may remove otherwise suitable companies.
• The article recommends adding industry filters and checks for unusual financial data.
• Fundamental measures may help address the limits of selecting stocks only by technical signals.
• The examples provide no evidence of historical returns, and the sample calculation may not match the stated amplitude rule.

Tags

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