A-Share Screening with Morning Star, Amplitude, and 10-Day Gains

Summary

This article describes a Chinese stock screen combining three conditions: price amplitude above 1, a “morning star” candlestick pattern in Kute Intelligent, and a positive 10-day gain below 35%. It presents the approach as a way to find active stocks with recent performance, and includes a formula reference and sample Python screening logic. The code also skips ChiNext stocks and applies price-based checks to daily bars.

The article offers no backtest, performance record, or evidence that the filters predict future returns. It cautions that the method relies mainly on technical signals, covers a narrow set of factors, and cannot assume past price behavior will persist. It suggests adding financial indicators, other chart patterns, and sector rotation information. The Python implementation’s simplified checks should not be treated as a fully specified or validated definition of the named candlestick pattern or the 10-day return window.

Key ideas

• The screen combines a morning star pattern, amplitude above 1, and a positive 10-day gain below 35%.
• The article presents recent price behavior and trading activity as the rationale for the filters.
• It warns that technical-only selection is narrow and historical performance may not persist.
• It proposes adding financial data, further chart patterns, and sector rotation measures.

Tags

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