A-Share Screen Using Price Range, Prior Limit-Up Status, and Float Size

Summary

This A-share selection rule screens for stocks whose daily high-low range exceeds 1%, that did not hit the upper price limit on the previous day, and whose circulating share count is at most 5.5 billion shares. The article presents the range as a way to find more active stocks, excludes the prior-day limit-up condition to avoid especially unstable recent surges, and uses float size to favor smaller companies. It includes a sample Python approach, though no formula code is supplied for the named platform.

The article gives no backtest, candidate examples, or return evidence. Its claims that these filters create more opportunity or reduce risk are not substantiated in the document. It also acknowledges that the rule omits other technical and fundamental information and cannot ensure gains. The sample code uses data fields and conditions that may not align precisely with the written rule, so implementation and definitions would need review before research or use. Suggested additions include valuation, profitability, industry, and macroeconomic context.

Key ideas

• The screen combines a daily range threshold, no prior-day limit-up, and a maximum circulating share count.
• The stated intent is to focus on active, smaller-cap stocks while avoiding recent limit-up moves.
• The article supplies sample Python logic but no platform formula or performance evidence.
• It cautions that the filters omit fundamental and technical context and do not remove investment risk.

Tags

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