Screening A-Shares by Amplitude, Five-Day Average, and Rounded Price Trends

Summary

This document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and rounded-shape conditions as signs of a possible rising trend. The intended approach is to identify stocks that may be candidates for trend-following entries.

The article offers no backtest, performance data, or precise definition for detecting the rounded pattern, and it notes that common charting platforms may not provide a direct indicator for it. It warns that technical screening alone can select speculative companies and that chosen indicators may be overfit or unstable. It suggests adding fundamental and technical factors, such as profitability measures and momentum indicators, and using stop-loss and profit-control rules. These are general suggestions rather than tested improvements; the strategy's effectiveness is not established by the document.

Key ideas

• The screen combines amplitude above 1 with price above the five-day moving average and a rounded upward pattern.
• The article interprets the moving-average and rounded-shape conditions as possible signs of an uptrend.
• It provides no backtest evidence and does not define a precise way to measure the rounded pattern.
• The author warns that technical-only selection may miss fundamental risks and may be vulnerable to overfitting.
• Suggested refinements include fundamental filters, additional indicators, and stop-loss controls.

Tags

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