Combining a Morning Star Signal with Industry and Rounded-Base Filters

Summary

This Chinese-language post proposes a short-term A-share screening rule that combines membership in the metaverse industry, a rounded-base shape, and a bullish morning-star reversal signal. It gives a formula based on the prior and current sessions’ open and close prices, and sketches a custom rounded-shape measure using the day’s high-low range relative to the previous close. The industry condition is intended to restrict candidates to a selected theme.

The post provides example indicator logic and a Python workflow for applying filters to historical stock data, but it does not present a backtest, performance statistics, or evidence that the rules predict returns. It acknowledges that the rounded-base definition is custom, morning-star signals can fail, and the screen omits company fundamentals. The author suggests adding volume, trend, or fundamental measures and evaluating the rules, while noting that market news can disrupt short-term patterns.

Key ideas

• The proposed screen selects stocks using metaverse industry membership, a rounded-base condition, and a morning-star reversal pattern.
• The morning-star rule compares prior-session and current-session prices to identify a possible bullish reversal.
• The rounded-base filter is not standardized and requires a user-defined indicator.
• The post provides example implementation logic but no backtest or measured performance evidence.
• False signals and the omission of fundamentals are stated limitations.

Tags

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