A Chinese Stock Screen for Wide Ranges, Limit-Ups, and Reversals

Summary

This post proposes a Chinese equity screen combining three conditions: daily amplitude above a threshold, at least two limit-up events within a 500-trading-day window, and a reversal or engulfing-style candle condition. It gives formula references and an example workflow using historical stock data to identify candidates. The stated rationale is that wider price movement and prior limit-up activity may help locate stocks with rebound potential, while the candle rule is intended to flag a possible change in direction.

The post offers no backtest results, performance statistics, or evidence that the combined conditions predict profitable trades. Its descriptions of amplitude and reversal are not fully consistent across the formulas and code, so implementation details need careful verification against the intended market rules and data conventions. It also acknowledges exposure to changing market conditions and data or calculation errors, and suggests combining the screen with other technical or fundamental analysis. Treat it as an unvalidated screening idea, not a tested trading system.

Key ideas

• The proposed screen combines price amplitude, repeated limit-up events, and a reversal candle condition.
• The limit-up count is assessed over a 500-trading-day lookback.
• The post frames the filters as a way to search for possible rebound candidates, not as a confirmed forecast.
• The formulas and code should be checked for consistency before use, and the post supplies no performance test.

Tags

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