Stock Screening with Amplitude, Prior-Day Control, and Positive P/E

Summary

This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term upside potential. The accompanying Python example adds further conditions, including trading activity, turnover, market capitalization relationships, shareholder data, and exclusion of special-treatment stocks; these implementation details do not fully match the stated three-part rule.

The post offers no performance results or validation. It warns that amplitude and P/E are limited measures, that P/E can become misleading as market conditions change, and that short-term returns are uncertain. It suggests treating the control and amplitude conditions as required, making P/E optional, and considering additional fundamentals and industry trends. The idea is therefore a basic screening proposal, not a demonstrated trading strategy; its definitions and inconsistent example would need review before use.

Key ideas

• The stated screen combines amplitude above 1, prior-day main-force control, and positive P/E.
• The code example includes extra filters and does not exactly implement the stated rule.
• The post cautions that simple technical and fundamental signals may not reflect a stock’s true value.
• It proposes adding fundamental measures and industry context, while adapting the filters to market conditions.

Tags

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