Chinese Stock Screen Using Amplitude, Market Cap, and Arc Shape

Summary

The post describes a Chinese equity screening rule combining daily price movement, circulating market capitalization, and a rounded or arc-shaped chart pattern. Its stated conditions are amplitude above 1, circulating market value above 10 billion yuan, and an arc-shape score of at least 60. It gives an indicator formula reference and sample Python code intended to retrieve stock data and filter candidates.

The author notes that chart-shape classification can be subjective, fixed thresholds may exclude promising stocks, and market or company-specific risks are not addressed. Suggested refinements include more systematic technical pattern definitions, fundamental data, and text signals such as news or sentiment. The example does not report a backtest, returns, or risk-adjusted results, and parts of the sample code and field references may not match the stated conditions consistently. The screen should therefore be treated as an idea to validate, not evidence of a profitable strategy.

Key ideas

• The screen combines an amplitude threshold, a minimum circulating market value, and an arc-shape score.
• The stated rule uses a market value above 10 billion yuan and an arc score of at least 60.
• The post proposes combining technical pattern measures with fundamental and text data.
• Pattern labeling and fixed thresholds can create classification errors and omit candidates.
• No performance test is presented, and the sample implementation may not fully match the written rule.

Tags

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