Equity Screening with Amplitude, Rounded Price Shapes, and Control Signals

Summary

This Chinese-language post describes an equity screening rule combining price amplitude above a threshold, a rounded or arc-like price pattern, and a signal that the stock was controlled by major traders on the previous day. It presents the combination as a way to find stocks with trading activity, smoother movement, and large-player attention. A technical formula reference is included, but the formula is difficult to interpret as rendered, and no backtest, performance data, or precise definitions of the pattern and control signal are supplied.

The post cautions that a one-day control measure may not reflect actual institutional intent or longer-term funding conditions. It suggests incorporating company fundamentals, financial condition, broader market context, moving averages, and volume, as well as adjusting the control measure. These are general suggestions rather than tested improvements. The screen is therefore best understood as an informal signal idea whose terms, implementation, and predictive value require independent specification and evaluation.

Key ideas

• The screen combines amplitude, an arc-like price pattern, and a prior-day major-trader control signal.
• The post associates these filters with activity, smoother price movement, and trader attention, but provides no empirical evidence.
• It warns that a one-day control indicator may not represent actual intentions or broader market conditions.
• It recommends considering fundamentals, financial condition, moving averages, volume, and market context.
• The pattern and control measure are not precisely defined, so the rule needs clarification before evaluation.

Tags

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