A-Share Screen for High Amplitude, Recent Limit-Ups, and Low Stochastic K

Summary

This stock screen combines three conditions: daily high-to-low amplitude above one percent, at least one limit-up event in the prior 25 trading days, and a stochastic K reading below 20. The article interprets the amplitude condition as elevated movement, the recent limit-up as a sign of market interest, and the low K value as a possible oversold rebound setup. It provides example indicator logic and Python-style implementation guidance for finding qualifying Chinese A-share stocks.

The document frames the output as a candidate pool, not a complete entry or exit system, and reports no backtest or return evidence. Its own caveats are material: historical patterns may not predict future performance, a low K reading can precede further declines, and trading costs and execution complexity matter. It suggests combining technical conditions with fundamental research and setting position sizing and exit controls to suit risk preferences.

Key ideas

• The screen requires daily amplitude above one percent, a limit-up within the previous 25 days, and stochastic K below 20.
• A low stochastic K reading is treated as a possible oversold condition, not a guaranteed reversal.
• The recent limit-up condition is used as a proxy for market attention or sentiment.
• The qualifying stocks form a watchlist rather than a fully specified trading system.
• The article recommends additional analysis and risk controls, while providing no performance test.

Tags

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