A-Share Screening with Range, Market Cap, Profitability, and Recent Limit-Ups

Summary

This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion yuan, no losses, and at least one limit-up event in the prior 25 days. It also proposes strengthening the screen with positive net profits in each of the latest four quarters, additional measures of market attention, and controls on position size and losses.

The post frames recent limit-up activity as a signal of short-term trading interest, while warning that it can favor speculation, omit other market themes, and encourage overfitting. It gives sample indicator and Python snippets, but these are references rather than validated implementations; some expressions do not clearly operationalize the stated conditions. No backtest, performance statistics, or comparison with a benchmark is provided, so the screen’s predictive value is unestablished.

Key ideas

• The proposed screen combines price range, market capitalization, profitability, and recent limit-up activity.
• The suggested refinement requires positive profits in each of the latest four quarters.
• The post warns that a recent limit-up filter may overweight short-term speculation and miss other market themes.
• It recommends adding other indicators and applying position and stop-loss controls.
• The code examples are illustrative and the document provides no performance evidence.

Tags

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