A Stock Screen Combining a Morning-Star Signal, Volatility, and Listing Age

Summary

This Chinese-language post outlines a stock-selection idea combining price amplitude above 1%, a named morning-star signal, and a listing history longer than one year. It presents the pattern as a technical condition and listing age as a way to favor more established companies. Formula and Python examples are included; the Python description also checks moving averages and MACD values when identifying a candidate pattern.

The post suggests considering industry conditions and market attention alongside the stated filters, and describes the approach as suitable for short-term trading. It does not provide a backtest, performance results, or evidence that the screen predicts returns. The implementation details are difficult to reconcile with the prose: the supplied examples do not clearly encode all the stated criteria, and the Python code checks a one-year price range rather than a clearly defined daily amplitude threshold. The post also acknowledges that omitted sector and market factors may affect selections.

Key ideas

• The proposed screen combines an amplitude threshold, a morning-star condition, and a minimum listing history.
• The Python example additionally uses moving averages and MACD values in its pattern check.
• The author recommends considering industry conditions and market attention alongside technical filters.
• No backtest or performance evidence is provided, and the sample implementations do not clearly match every stated condition.

Tags

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