A-Share Screening with Low K Values and Listing-Age Filters
Summary
The document describes an A-share screen requiring price amplitude above a threshold, more than a year since listing, and a K-line reading below 20. It interprets the low K reading as potentially oversold and therefore possibly due for a rebound. The proposed approach is a simple technical filter rather than a complete trading system, and the text suggests combining it with other indicators such as RSI and adjusting it to market conditions.
The page includes a formula reference and Python example, but the implementation does not clearly calculate the stated K indicator. Its code checks whether the latest close falls between the recent 20-session low and high, which is not equivalent to a K value below 20; the amplitude condition also is not visibly applied in that code. No performance results or backtest evidence are provided. The document itself cautions that a single indicator can give false signals, so the screen should not be treated as proof of an impending rebound.
Key ideas
- The proposed screen combines amplitude, listing age, and a low K-line reading.
- The document treats a low K reading as a possible oversold signal, not a guarantee of a rebound.
- It recommends combining the indicator with other measures and adapting filters to market conditions.
- The supplied Python example does not clearly implement the stated K threshold or amplitude condition.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.