A Chinese Stock Screen for Three-Day Rallies and Daily Range

Summary

The document describes a Chinese equity screen combining a daily price range above 1%, a condition that the prior session was not limit-up, and a recent three-session rise. It presents the screen as a way to find volatile stocks with positive price momentum while excluding stocks that had just hit the daily limit. The accompanying discussion also recommends considering company fundamentals, industry conditions, and portfolio diversification.

Key ideas

• The screen combines a daily range threshold with recent consecutive gains.
• Excluding a prior limit-up session is intended to avoid some stocks after sharp moves.
• The document warns that consecutive gains can be followed by a short-term reversal.
• Fundamental, industry, and market context are suggested as additional filters.
• The sample code and the written screening logic do not align perfectly, so the implementation needs careful review.

Tags

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