A-Share Screen Using Intraday Range, Relative Volume, and Prior Limit-Ups

Summary

The document proposes a Chinese A-share stock screen combining a daily amplitude threshold with relative volume between lower and upper bounds, positive trading volume, and a historical limit-up condition. Its rationale is to find stocks with meaningful price movement and active but not extreme trading, using a past limit-up as a sign of prior strength. It also suggests adding valuation measures, volume-price indicators, or a multi-factor model.

The article includes example indicator logic and Python-style selection guidance, but provides no performance results or validation. The written rationale refers to a limit-up in 2021, while parts of its formula and example use a date condition that does not clearly establish the same historical event. It also acknowledges that the screen may overlook fundamentals and expose users to financially risky companies. The criteria are best treated as an initial screening idea requiring careful implementation, testing, and risk controls.

Key ideas

• The screen combines price amplitude, bounded relative volume, trading activity, and a historical limit-up criterion.
• The stated rationale associates wider price movement with opportunity and moderate relative volume with active trading.
• The article recommends adding fundamental or volume-price factors to make screening more comprehensive.
• It provides example logic but no evidence that the screen is profitable or robust.
• The date handling is not fully consistent across the description and sample logic, and fundamental risks remain.

Tags

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