Cycle Dragon Quantitative Trading Strategy System

Problem It Addresses

In A-share ultra-short-term trading, many issues are not about finding the right stock, but about mixing market regimes: buying first limit-ups during freezing periods, bottom-fishing in cooling phases, avoiding confirmed leader follow-throughs, or chasing high-level low-turnover acceleration. This skill turns heuristic rules into a repeatable, parameterized checklist around sentiment cycle, limit-up trend, and turnover rate, separating what to do, how aggressively to trade, and how long to hold.

How It Works

The system first takes user parameters such as capital size, then maps the current market stage to a strategy:
- Stage detection: uses signals like daily limit-up count, volume trend, and promotion rate to classify sentiment and apply position limits.
- Entry matching: differentiates A. first-board low-position start, B. 2-3 board leader follow-through, and C. leader swing hold, each with confirmation rules for pre-open size, open range, sector breadth, and turnover.
- Risk overlay: applies cross-stage guards including turnover alerts, limit-up trend shifts, promotion-rate caps, consecutive-loss rules, and low-volume no-chasing constraints.
- Execution output: each recommended stock is framed with better-than-expected, as-expected, and worse-than-expected actions instead of a bare buy signal.

Boundaries and Notes

It is aimed at A-share ultra-short-term traders focused on limit-up and leader-stock patterns, not at medium or long-term screening or automated order execution. Outputs depend on supplied parameters and same-day signals, so human confirmation is required. The material also states it is for research, review, and reference, and does not constitute investment advice.