A Stock Screen Combining Daily Range, Turnover, and Recent Limit-Ups

Summary

This post outlines a stock screen requiring daily amplitude above 1, turnover between 2% and 9%, and at least one limit-up event within the prior 25 days. The rationale is to combine price movement, trading activity, and recent market attention. It includes indicator and Python references, but the code is presented as an example rather than a verified implementation; some data retrieval and limit-up checks may not align cleanly with the stated screen.

The article warns that the filters omit fundamentals and that a past limit-up does not ensure future strength. It suggests combining the criteria with technical or fundamental measures and adjusting thresholds for different sectors or market conditions. No backtest, comparison, or return evidence is reported, so the screen should be treated as a proposed selection rule rather than an established strategy.

Key ideas

• The screen requires amplitude above 1, turnover from 2% to 9%, and a limit-up within the preceding 25 days.
• The criteria aim to identify stocks with movement, trading activity, and recent attention.
• A historical limit-up does not establish that a stock will continue to perform well.
• The article recommends considering fundamentals, other indicators, and market context, but 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.