Stock Screening with Rising Lows, Amplitude, and Company Size

Summary

This note describes a stock screen combining price amplitude above a threshold, rising lows, and a minimum company-size requirement. It presents the setup as a way to identify smaller companies with improving price structure, then suggests adding fundamentals such as profitability, revenue growth, shareholder counts, or trading volume to refine candidate quality.

The document includes sample indicator and Python logic, but offers no performance results or backtest evidence. Its implementation examples are not fully consistent: one uses price volatility as a proxy for amplitude, and the definition of rising lows is platform dependent. The size filter may exclude candidates and cannot ensure growth or performance. Treat the screen as a preliminary selection rule that requires precise definitions, data checks, and independent validation.

Key ideas

• The screen combines amplitude above one with a rising-low condition and a company-size floor.
• The article frames the size rule as a way to focus on smaller companies while acknowledging that it can exclude stocks.
• It proposes adding profitability, revenue growth, shareholder counts, or volume as further selection inputs.
• The examples are references only and do not establish the strategy’s predictive value.

Tags

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