A-Share Screening with Price Amplitude, Rising Moving Averages, and Positive Earnings

Summary

This document describes an A-share stock screen using price amplitude above 1, an upward-moving-average condition, and positive earnings per share. The intended combination pairs recent price activity and a short-term trend signal with a basic profitability filter. It also provides sample indicator logic and Python-style screening steps, though the examples do not implement every stated condition consistently.

The author cautions that positive P/E or earnings data can misrepresent future profitability, and that the screen omits longer-term price history and broader fundamentals. The article offers no backtest, performance evidence, or detailed parameter justification. It suggests that adding company information and further indicators could refine the screen, but gives no tested optimization method.

Key ideas

• The screen combines price amplitude above 1 with an upward moving-average condition and positive earnings per share.
• The proposed signals aim to identify recent price strength while excluding companies without positive earnings.
• The sample implementation contains conditions that differ from the stated screening rules.
• The article warns that earnings measures can diverge from future results and that the screen omits long-term trends and broader fundamentals.

Tags

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