Chinese Stock Screen Combining Range, Moving Averages, and Declining Days

Summary

This Chinese stock selection proposal combines three conditions: daily amplitude above 1, a simultaneous bullish crossover among three technical indicators, and a run of seven consecutive declining days. The accompanying explanation and code reference moving averages of different lengths, an amplitude field, and a rolling price condition; the final portfolio is described as taking the first N qualifying stocks. The intended idea is to find stocks with a technical turn after a sustained decline.

The post offers no backtest, benchmark, execution details, or evidence that the conditions predict returns. Its code is labeled a reference and appears to operationalize the crossover and decline conditions in ways that may not match the written logic, so the screening definition needs checking before use. The author notes that the approach omits macroeconomic, company, volume, and capital-flow information, and suggests adding financial, industry, and policy factors. No method is given for ranking candidates or setting risk controls.

Key ideas

• The proposed screen requires amplitude above 1, simultaneous bullish technical signals, and seven declining days.
• The example implementation refers to moving averages, but its crossover logic should be checked against the written strategy.
• The post proposes selecting up to N qualifying stocks without specifying a ranking method.
• No backtest or return evidence is provided.
• The author identifies missing company, macroeconomic, volume, and capital-flow factors as limitations.

Tags

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