A Stock Screen Combining Daily Range, Morning-Star Conditions, and a Long Average

Summary

This Chinese-language post proposes a stock screen that combines a daily high-low range threshold, a morning-star style price condition, and a prior close above its 250-day moving average. The intended rationale is to combine short-term price movement and a possible reversal pattern with a longer-term trend filter. It includes a formula reference and sample Python intended to illustrate the conditions, along with a suggestion to consider additional technical and fundamental information.

The post gives no backtest, return series, benchmark comparison, or evidence that the combined screen performs well. Its discussion acknowledges that the rules omit other company and market information, may behave differently across sectors and market directions, and can select risky stocks. The supplied Python logic and prose do not fully establish a reproducible implementation of the stated pattern, so the screening conditions should be checked carefully against their intended definitions before research use. It is a candidate selection heuristic rather than a validated investment strategy.

Key ideas

• The screen combines a daily range filter, a morning-star style condition, and a close above the 250-day moving average.
• The proposed rationale joins short-term reversal cues with a longer-term trend condition.
• The post suggests adding other technical measures and fundamental context during refinement.
• It provides no backtest or performance evidence and notes sector and market-regime limitations.
• The example implementation should be checked against the stated pattern definitions.

Tags

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