A-Share Screening with High Amplitude and Arc-Shaped Patterns

Summary

This stock selection idea screens Chinese A-shares for daily price amplitude above 1%, excludes stocks identified as Beijing listings, and selects those matching an arc-shaped chart pattern. The document includes example implementations in a charting formula and Python, then describes ranking the resulting stocks by market capitalization. It also suggests broadening the filter with market capitalization, market news, and other technical or predictive inputs.

The post provides no backtest, performance figures, or evidence that these filters predict returns. It cautions that chart patterns can be judged incorrectly, yesterday’s movement may not signal future direction, and regional exclusions may overlook risks elsewhere. The written threshold and sample code use a 1% amplitude condition, while the prose describes the cutoff as greater than 1; the exact meaning of the arc detector and its timing also depends on the platform implementation. Treat this as an illustrative screening rule rather than a validated strategy.

Key ideas

• The screen requires daily high-to-low amplitude above 1%.
• It excludes stocks whose names identify them as Beijing listings.
• It uses an arc-shaped chart pattern as an additional selection condition.
• The example sorts qualifying stocks by market capitalization.
• The post gives no performance evidence and flags pattern subjectivity and reliance on historical data.

Tags

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