Ultimate Stock Picking Framework

What Problem It Solves

A-share short-term trading produces too many conflicting signals: different market regimes, sector cycles, and capital flows often get mixed into one decision. This skill turns stock picking into a verifiable workflow: it first checks whether the broader market allows new positions, then tests whether a sector still has institutional follow-through, and finally filters individual stocks using both fundamental and technical criteria before producing a next-day action plan.

How It Works

The framework is organized around three strategies:

• Right-side breakout: focus on volume expansion after accumulated positioning, with checks such as MA5 > MA10 > MA20, EXPMA50 slope, volume-price behavior, and net main-flow inflow.
• Sector capacity core: avoid chasing first-line limit-up stocks, and instead identify mid-to-large leaders with earnings or technology support, especially during divergence days when the leader remains resilient.
• Quantitative risk control: use ATR, stop-loss levels, position matrices, and portfolio drawdown rules to cap single-trade risk, with disciplined exits after support breaks.

The run follows a five-step funnel: pre-market check, market-state filter, sector leadership check, individual stock screening, and ATR risk control with trade plan. If any step fails, the process stops. The output includes a screening funnel, candidate diagnosis panel, stop-loss and position recommendations, and an exclusion list.

Boundaries

This framework is aimed at A-share short-term certainty trading and is less suitable for long-horizon fundamental investing or low-frequency value strategies. It relies on public market data and technical signals, and it does not replace independent research or provide investment advice.