Chinese Stock Screen Combining Price Range, Curved Trend, and Position Increase

Summary

This Chinese stock-selection proposal combines daily price amplitude, a rounded or curved price pattern relative to moving averages, and a measure described as today’s increase in position exceeding five percent. The discussion presents amplitude as a way to find active stocks, the rounded pattern as a smoother relationship to moving averages, and the position increase as evidence of possible institutional or capital participation. Its formula example operationalizes the shape condition against five- and twenty-day moving averages and includes a daily gain threshold.

The document offers formula and Python references but no backtest, sample selections, or performance evidence. Its verbal description and examples are not fully aligned: the code-like condition checks the daily percentage price change, which may not represent an increase in investor positions. The author also warns that the screen relies on limited technical conditions and omits company fundamentals, suggesting additional indicators, financial criteria, and capital-flow information for further evaluation.

Key ideas

• The screen combines price amplitude, a rounded price pattern relative to moving averages, and a stated position-increase threshold.
• The example describes the rounded pattern using five- and twenty-day moving averages.
• The example’s daily price-change condition may not measure the position increase named in the verbal rule.
• No backtest or performance evidence is supplied, and fundamentals are omitted.
• The article suggests adding technical, fundamental, and capital-flow factors.

Tags

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