Stock Screening with Rising Lows, Price Range, and Relative Volume

Summary

This post proposes a technical stock screen combining price amplitude above a threshold, progressively rising lows, and a volume ratio between stated bounds. It describes the rising floor as a sign of improving price structure and uses relative volume to focus on shares with elevated but bounded trading activity. Example formulas are provided for a Chinese stock screening platform and Python-style research code.

The author notes that the screen omits company fundamentals and industry context, and that volume ratios can vary across stocks. Suggested refinements include comparing volume with each stock’s own history, adding valuation and technical measures, and adjusting indicators by industry. The examples are references rather than a validated strategy: the post gives no historical test results, transaction costs, or evidence that the conditions predict returns, and one code example’s amplitude calculation may not directly match the stated screening rule.

Key ideas

• The proposed screen combines price amplitude, rising lows, and a bounded volume ratio.
• The post recommends comparing volume activity with a stock’s own historical average.
• It identifies missing company and industry information as limitations of the screen.
• Additional valuation and technical measures are suggested as possible refinements.
• The post provides code examples but no backtest or return evidence.

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