A Stock Screen Combining Range, Recent Price Spikes, and the Ten-Day Average

Summary

This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the combination as a search for volatile stocks with recent momentum and a nearby technical reference. The post also suggests supplementing technical filters with company fundamentals, supply and demand, and policy context.

The page includes indicator and Python examples, but they do not fully match the stated rules. For example, the indicator example compares range with a 20-period ATR and checks a daily return, while the written rule specifies a lookback window for the large gain; the opening-price condition also differs between examples. The post gives no backtest, benchmark, trading costs, or risk-adjusted results. Its rationale is therefore a hypothesis, not evidence of profitability, and the screening conditions would need precise definitions and historical validation before use.

Key ideas

• The proposed screen combines a large price range, a recent single-day gain, and an opening price near the ten-day average.
• The post interprets the filters as signals of volatility, short-term momentum, and technical proximity.
• It recommends adding fundamental, supply-and-demand, and policy information to address omissions in a purely technical screen.
• The code examples use conditions that do not consistently match the written screening rules.
• No backtest or performance evidence is provided.

Tags

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