Chinese Stock Screening with Range, Rounded Price Shape, and Turnover

Summary

This note describes a Chinese stock screen combining daily amplitude above 1, a rounded price pattern, and turnover between 2% and 9%. The author presents the range as a way to find active stocks, the shape as a sign of gentler price movement, and the turnover band as a balance between activity and excessive short-term trading. It also gives a formula reference for applying these conditions.

The post offers rationale rather than performance evidence: it reports no backtest results or measured returns. It cautions that the filters may miss other promising stocks, may rely too heavily on short-term signals, and cannot reliably predict price direction on their own. The author suggests combining technical and fundamental factors and adjusting the criteria based on trading experience. The strategy is therefore a screening idea, not a validated standalone trading system.

Key ideas

• The screen combines amplitude above 1 with a rounded price pattern and turnover between 2% and 9%.
• The author associates the filters with activity, relatively gradual price movement, and moderate turnover.
• The post gives no backtest or performance evidence for the screen.
• The author recommends adding technical and fundamental information and reviewing the conditions in practice.

Tags

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