A-Share Stock Screen Using Amplitude, Price, and Recent Limit-Ups

Summary

This document outlines a short-term Chinese equity screen combining daily price amplitude, a specified share-price level, exclusion of ST-designated stocks, and a recent limit-up pattern. Its stated idea is to look for a possible rebound when a stock has recorded a limit-up but has not continued rising in consecutive limit-up sessions. The post presents both screening logic and example formula and Python implementations.

The screen is framed as a short-horizon approach and offers no backtest, returns, or other evidence that it predicts gains. The text itself warns that a focus on immediate price moves may miss long-term value and that the limit-up pattern cannot forecast longer-term direction. Its code and prose also contain differing details, so the implementation should be checked carefully before use. The author suggests adding fundamental, valuation, technical, and flow-related factors for further assessment.

Key ideas

• The screen combines price amplitude, a target price, and an exclusion for ST stocks.
• It uses a recent limit-up pattern without consecutive limit-ups as a possible rebound clue.
• The proposed holding horizon is short term, and the document offers no performance evidence.
• The author suggests adding fundamental, valuation, chart, and capital-flow information.

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