Rising-Low Stock Screening with Trend, Valuation, and Risk Filters

Summary

This Chinese-language post presents a stock screen combining daily price behavior and trend: amplitude above one, rising lows, and an upward-sloping 30-day moving average. It then proposes adding valuation and company filters, including price-to-earnings and price-to-book limits, a history of positive earnings, and removal of specially treated shares. Suggested exits are a close below the 30-day average or a decline exceeding eight percent. Formula and Python examples are included as implementation references.

The post explains the rationale qualitatively: larger amplitude indicates volatility, rising lows suggest a rebound, and the moving average signals an upward bias. It gives no backtest or measured performance. It also warns that technical signals can be noisy and that the initial screen omits fundamentals; its added filters are proposed refinements rather than validated improvements. The code examples contain implementation details that may need review before practical use.

Key ideas

• The initial screen combines amplitude above one, rising lows, and an upward-sloping 30-day average.
• Proposed refinements include valuation limits, positive earnings history, and excluding specially treated shares.
• The suggested stop conditions use the 30-day average or a decline greater than eight percent.
• The post provides formula and Python references but no backtest evidence.
• The author notes that noisy technical signals and omitted fundamentals create risks.

Tags

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