Screening for Volatility, Limit-Down Opens, and Oversold CCI

Summary

This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives example indicator formulas and Python-style screening logic. It characterizes the setup as seeking volatile stocks showing weak sentiment and a possible bottom or reversal, with a short-term trading orientation.

The explanation is qualitative: it supplies no historical sample, backtest, or performance measurements to establish that the conditions identify profitable opportunities. The author cautions that the screen uses few inputs, may miss fundamental and market risks, and needs more precise measurement of the rounded-bottom pattern. The code is labeled as a reference and should be adapted; the proposed CCI threshold is an optional proxy rather than a demonstrated equivalent to a chart pattern. The suggested improvement is to combine additional technical and fundamental data and manage trading risks.

Key ideas

• The screen combines amplitude above 1, a prior-day 9:15 matched price at limit down, and a rounded-bottom condition.
• CCI below -100 is suggested as an optional numerical proxy for the rounded shape.
• The article frames the conditions as a possible way to identify volatile, oversold stocks for short-term opportunities.
• It provides example formulas and code but no backtest or evidence of results.
• The pattern proxy is not validated, and the screen omits broader fundamental and market risk factors.

Tags

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