Stock Screening with Price Amplitude and a Rounded-Bottom Pattern

Summary

This Chinese-language post outlines a stock screen using three conditions: price amplitude above a threshold, no limit-up session on the prior day, and a rounded price-chart shape. It presents the rounded bottom as a possible market-bottom pattern and treats the amplitude and prior-session filter as ways to avoid quiet stocks and stocks that have risen too abruptly.

The post recommends adding fundamental and technical measures, such as valuation ratios, return on equity, moving averages, or volatility bands, and combining them into a diversified selection process. It offers no backtest, performance evidence, or precise operational definition of the rounded shape. The accompanying sample code is inconsistent with parts of the prose and includes implementation assumptions, so the described screen should be treated as an outline rather than a validated trading method. The author also acknowledges that chart patterns can fail and that the approach omits other relevant factors.

Key ideas

• The proposed screen combines price amplitude, a prior-day limit-up exclusion, and a rounded-bottom chart pattern.
• The post frames rounded bottoms as possible market-bottom formations, not guaranteed reversal signals.
• It suggests combining technical filters with valuation and profitability measures.
• No empirical performance evidence or precise rounded-shape rule is provided.

Tags

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