Stock Screening with Amplitude, a Low K Reading, and Board Exclusion

Summary

The post presents a Chinese-equity screening idea that combines price amplitude above a stated threshold, a K reading below a threshold, and exclusion of the STAR Market. It characterizes the amplitude condition as selecting more volatile shares and the low K condition as identifying oversold readings. The discussion also flags uncertainty in technical signals and in classifying eligible stocks, and suggests incorporating financial measures and adapting the screen to market conditions.

The implementation material is inconsistent with that description: the supplied formula and Python example instead use volume, moving averages, an industry-related field, and price-above-average conditions. The examples therefore do not clearly implement the stated amplitude, K-reading, and board-exclusion rules. No backtest, returns, or comparative evidence is provided. The screen should be treated as an underspecified proposal, and its criteria would need clarification and validation before use.

Key ideas

• The stated screen combines amplitude above a threshold, a low K reading, and exclusion of STAR Market stocks.
• The post describes the K condition as an oversold filter and amplitude as a volatility filter.
• The formula and Python example do not clearly match the stated selection criteria.
• The author notes that technical signals and market classifications have limitations.
• No performance evidence is presented.

Tags

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