A-Share Screening by Daily Range, Ten-Day Gain, and Prior Limit-Up

Summary

This post describes a short-term Chinese stock screen using daily amplitude above 1, a ten-day gain greater than zero but below 35, and exclusion of stocks that hit the upper price limit the previous day. It presents the filters as a way to find stocks with recent gains while avoiding immediate entry after a limit-up session. The post also includes sample indicator logic and Python-style selection code, though the examples do not consistently express the stated conditions.

The author warns that the screen omits company fundamentals and long-term value, and that reliance on recent price action and sentiment carries risk. Excluding recent limit-up stocks can also mean missing further advances. Suggested additions include fundamental, earnings, sector-activity, and technical-indicator checks. No backtest results or performance evidence are provided, so the screen should be read as a proposed selection heuristic rather than a validated strategy.

Key ideas

• The proposed screen combines daily amplitude and a bounded ten-day price gain.
• It excludes stocks that reached the upper price limit on the previous day.
• The post suggests adding fundamental, earnings, sector, and technical analysis.
• The article provides no performance results and flags the risks of short-term signals.

Tags

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