Stock Screening with High Amplitude and a Rounded Price Pattern

Summary

This Chinese-language post describes a stock screen that combines daily price amplitude above 1%, observations from 2021, and a loosely defined rounded price shape. Its indicator example estimates recent movement by summing absolute close-to-close changes across six intervals, then compares that value with a six-period average. The post presents the resulting conditions as a way to identify stocks with larger price fluctuations and a rounded chart pattern.

The post offers no performance data, backtest, or evidence that the selected pattern predicts returns. It acknowledges that “rounded” is subjective, that the relevant time span can vary, and that visual classification may be mistaken. Its proposed refinements include closer chart inspection and basic valuation measures. The formula is only a rough proxy for a shape, and the examples contain implementation ambiguities, so the screen should be treated as an idea to define and test rather than a validated strategy.

Key ideas

• The screen combines amplitude above 1% with a year filter and a rounded-pattern condition.
• The example approximates recent price movement using summed absolute close changes and a moving average comparison.
• The rounded shape is not defined by an objective, validated measurement in the post.
• The post suggests supplementing chart analysis with fundamental measures, but provides no test results.

Tags

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