Stock Screening with Amplitude, Rising Moving Averages, and Prior-Day Exclusion

Summary

This Chinese-language post describes a stock selection screen combining three conditions: amplitude above a stated threshold, a rising or diverging short-term moving-average setup on the current day, and exclusion of stocks that hit the price limit on the previous day. It frames the screen as a way to find stocks with favorable recent movement while avoiding names that may have surged sharply in the prior session. Formula and Python examples illustrate an implementation, though the examples also include additional filters such as price-to-book and listing age.

The post provides no backtest, returns, benchmark, or evidence that the conditions predict continued gains. Its explanation flags the risk of missing market changes and of individual overvalued stocks affecting results. It suggests adding fundamental measures and defining risk controls, but supplies no tested rules for those steps. The screening logic is therefore a starting hypothesis, and the code details may not align perfectly with the stated criteria.

Key ideas

• The screen combines daily amplitude, a short-term moving-average condition, and a prior-day price-limit exclusion.
• The post presents both formula-style and Python examples of the screening logic.
• The Python example includes additional valuation and listing-age filters.
• No performance results or validation are provided, and the post recommends further risk controls and research.

Tags

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