A Morning Stock Screen Combining Amplitude, Institutional Activity, and Limit-Up Signals

Summary

This Chinese-market stock screen combines an amplitude threshold, a measure of institutional participation, exclusion of ST-designated shares, and a multi-part limit-up approach. It is intended to select stocks before 10 a.m. The description also refers to sector strength and capital-flow measures, including large-order activity, net inflows, and block trades, as ways to favor strong sectors and individual shares.

The post supplies example filters and code references, but the key limit-up method is not fully specified, and the code leaves parts of the described screening logic as placeholders. It presents no backtest results or evidence of profitability. The author warns of losses, missed rallies, and possible errors in identifying ST shares, and suggests combining the screen with broader market, fundamental, technical, and sentiment analysis plus risk controls. The stated rules should therefore be treated as an incomplete screening concept rather than a validated trading system.

Key ideas

• The proposed screen combines share amplitude, institutional participation, non-ST status, and limit-up criteria.
• It aims to identify candidates before 10 a.m. and gives preference to strong sectors and capital flows.
• The description mentions large-order activity and other money-flow measures, but does not fully define the multi-part limit-up method.
• The example implementation leaves some screening logic incomplete and offers no performance evaluation.
• The post identifies trapping losses, missed rallies, classification errors, and the need for risk controls as limitations.

Tags

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