A Stock Screen Combining Rising Prices, Limit-Ups, and Volume Ratio

Summary

This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point upward. It explains these as rough proxies for capital attention, trading activity, and price direction. The post also suggests adding valuation measures such as price-to-earnings and price-to-book ratios, applying trend tools, and using stop-loss or take-profit rules.

The document gives no backtest, performance statistics, or evidence that the combined filters predict returns. It flags that volume ratios can be manipulated, limit-up frequency may reflect shifting sentiment, and price trends depend on broader market conditions. Its Python reference is incomplete, and the accompanying platform instructions are generic. Treat the screen as an idea for further research: define each indicator precisely, check data quality and survivorship effects, and test realistic execution and risk controls before relying on it.

Key ideas

• The screen ranks stocks by volume ratio and selects up to 500 candidates.
• Candidates must have at least two limit-up sessions in the previous 500 days.
• The screen also requires an upward trend in closing prices over 30 days.
• The post proposes valuation filters, technical analysis, and stop-loss or take-profit rules as possible additions.
• It provides no measured strategy results and warns that each screening signal has limitations.

Tags

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