Chinese Stock Screen Combining Daily Range, Leaderboard Activity, and Exchange

Summary

This proposed stock screen combines a prior-day price range greater than one percent, appearance on the previous day’s trading leaderboard, and a company or exchange classification. The examples operationalize the classification as the Science and Technology Innovation Board. The post frames the filters as a mix of technical activity and a market-listing condition, and supplies formula-style and Python examples for intersecting the three sets of qualifying shares.

The article describes large price ranges and leaderboard appearances as possible signs of short-term trading interest, but gives no backtest or measured results to support a predictive edge. It acknowledges that the rules are simple, that classification can change, and that market conditions can make short-term performance unstable. It recommends considering additional fundamental and technical indicators, dividends, and classification-specific factors. Its discussion of long-term value and low risk is not established by evidence in the document.

Key ideas

• The screen requires a prior-day price range greater than one percent.
• It also requires the stock to have appeared on the prior day’s trading leaderboard.
• The code example uses a Science and Technology Innovation Board classification as the property filter.
• The post offers no performance evidence for the combined screen.
• The suggested additions include fundamental measures, technical indicators, dividends, and classification-specific criteria.

Tags

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