A-Share Screen for Intraday Amplitude and Prior-Day Non-Limit-Up Stocks

Summary

This Chinese stock-selection note describes a screen for shares with amplitude above one, excluding special-treatment stocks, and requiring that the prior session was not a limit-up day. It also invokes a named “five-step limit-up” method, but does not define that method. The rationale offered is to avoid stocks that saw strong buying pressure the previous day and seek possible buying opportunities today. Reference formulas and sample Python illustrate filters for amplitude, stock names, recent highs, and prior-day price behavior.

The note provides no backtest, performance figures, or evidence that the filters improve returns. It warns that the criteria are simple, may only suit particular market conditions, and may work poorly for newly listed or low-priced shares. Its example code and formula descriptions are not fully consistent or sufficiently specified to establish an executable, reproducible strategy; additional screening and validation would be needed.

Key ideas

• The screen requires amplitude above one and excludes special-treatment stocks.
• It excludes shares that closed at the limit-up level on the prior day.
• The named five-step limit-up method is not explained in the note.
• The document gives no performance evidence and flags market-regime and stock-universe limitations.

Tags

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