A High-Amplitude Stock Screen with Recent Limit-Up Activity

Summary

This note outlines a short-horizon stock screen based on daily price amplitude above one percent, a closing price of 18.5 yuan, and at least one limit-up event in the prior month. The intended rationale is to find volatile stocks with recent market attention. It suggests ranking candidates by trading value and describes the target as a high-risk short-term opportunity, particularly among smaller or more volatile names.

The document warns that recent limit-up activity and high volatility can accompany sharp declines, weak fundamentals, manipulation, or speculative trading. It recommends adding financial and technical measures and applying position and exit controls. No backtest, defined benchmark, or return evidence is provided. The examples also contain apparent inconsistencies between the written rule and code-like snippets, including the limit-up condition and price wording, so the screen would need careful verification before implementation.

Key ideas

• The proposed screen combines amplitude above one percent, a closing price of 18.5 yuan, and a limit-up event within the prior month.
• The rule targets volatile stocks with recent attention and can rank candidates by trading value.
• The author identifies risks including abrupt price reversals, weak fundamentals, and speculative or manipulative activity.
• No performance evidence is given, and parts of the example implementation appear inconsistent with the stated conditions.

Tags

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