A-Share Stock Screen Using 2021 Data, Range, and Limit-Up History

Summary

This Chinese-language post proposes a stock watchlist screen using three conditions: daily high-low amplitude above 1%, data from 2021, and at least two limit-up occurrences within a 500-day window. It interprets large amplitude as a sign of elevated volatility and repeated limit-ups as evidence of market attention, then suggests holding qualifying stocks in a candidate pool rather than giving a full entry and exit strategy.

The post warns that limit-up stocks can expose buyers to losses after entering at elevated prices, and that strict filters may produce few candidates. It recommends combining the screen with other indicators and setting stop-loss and take-profit levels. The supplied indicator and Python examples are references, but their rolling-window logic does not clearly establish a count of two distinct limit-up events. No backtest, return statistics, execution rules, or evidence supporting the proposed rationale is provided.

Key ideas

• The screen combines a daily amplitude threshold, a 2021 date filter, and recent limit-up history.
• It frames the qualifying stocks as a watchlist rather than a complete trading system.
• The post identifies elevated-price entry risk and the possibility of a small candidate set.
• It suggests additional indicators and explicit stop-loss and take-profit levels.
• The example logic does not clearly verify two distinct limit-up events, and no performance evidence is reported.

Tags

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