A-Share Stock Screening with Amplitude, Morning-Star Signals, and Market Capitalization

Summary

This note describes a Chinese equity screen that combines daily price amplitude, a morning-star candlestick condition, and a minimum tradable market capitalization. It presents these as a way to find active stocks while favoring larger companies, and includes example implementations for a stock screener and a Python data workflow. The Python example also checks moving averages and the final candle’s position within its daily range when identifying the pattern.

The document does not provide a backtest, performance figures, or a precise validation of the screen’s predictive value. Its risk discussion acknowledges that market capitalization alone does not assess earnings, valuation, or profitability, and that a technical signal can become stale as market themes change. The examples also differ in their market-cap thresholds and operational details, so they should not be treated as a single fully specified, tested strategy.

Key ideas

• The screen combines price amplitude, a morning-star pattern, and a market-capitalization threshold.
• The Python example adds moving-average and candle-position checks to its pattern filter.
• The stated rationale is to pair technical activity with a preference for larger companies.
• Market capitalization does not substitute for analysis of valuation, earnings, or profitability.
• The document provides example rules but no backtest or evidence of trading performance.

Tags

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