Screening Stocks for Rising Lows, Daily Range, and Limited Gains

Summary

This Chinese stock-screening example combines three price conditions: amplitude above 1, rising lows, and a gain between -5% and 2.6%. It then excludes special-treatment stocks. The post describes a Bollinger-band exit rule, although its wording says to sell both below the middle band and above the upper band, while the Python example instead checks outside the lower and upper bands. That discrepancy makes the exit implementation unclear.

The article provides formula and Python examples, but the code has apparent inconsistencies and does not report backtest results or performance evidence. It flags the narrow gain range, reliance on technical signals, and possible conflicts between combined indicators. It suggests adding valuation or other fundamental data and refining the thresholds. The strategy is a screening proposal, not evidence that the selected stocks will rise; its definitions and exit rules need verification before evaluation.

Key ideas

• The screen combines amplitude above 1, rising lows, and a daily gain between -5% and 2.6%.
• It excludes ST and *ST stocks.
• The post proposes a Bollinger-band-based exit, but its prose and code specify different thresholds.
• The examples contain ambiguities and no reported performance results.
• The author suggests adding fundamental measures and refining the gain range.

Tags

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