Stock Screening with Rising Lows, High Amplitude, and Listing Age

Summary

This note outlines a Chinese stock screen using three conditions: amplitude above a threshold, a rising-bottom pattern, and a listing age greater than a chosen number of days. The listing-age filter is intended to favor more established companies, while the price conditions focus on volatility and recent price structure. It gives illustrative formula and Python approaches for combining these criteria.

The author flags the screen’s reliance on technical data and its omission of company fundamentals and policy conditions. Suggested refinements include adding valuation, earnings, industry, and growth measures. No backtest results or performance evidence are presented, and the thresholds and rising-bottom definition are not fully specified, so the screen would need careful definition and empirical evaluation before use.

Key ideas

• The screen combines price amplitude, rising lows, and minimum time since listing.
• Listing age is included as a rough filter for more established companies.
• The article recommends adding fundamental and industry information to the technical screen.
• It provides example implementation logic but reports no empirical performance evidence.

Tags

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