Chinese Stock Screen Combining Price Range, Limit-Up Momentum, and Industry

Summary

This document outlines a Chinese equity screen for non-ST stocks that combines price amplitude above 1, a five-session closing-price high, and a principal business classification related to beverage and alcohol imports and exports. The title also specifies selection before 10 a.m., although the described filters and sample code do not implement a time-of-day condition. The proposed approach mixes a short-term price-strength signal with a business-sector filter.

The article supplies a sample Python workflow but no performance results, backtest, or evidence that the filters predict returns. It acknowledges that technical signals and business classification alone may not represent future company performance, and suggests adding industry trends and broader fundamental analysis, then evaluating and tracking the approach over time. The meaning and implementation of the named limit-up method are not fully explained, and the code’s amplitude calculation is not normalized as a percentage.

Key ideas

• The screen filters for non-ST stocks with amplitude above 1 and a five-session closing high.
• It also selects companies classified in beverage and alcohol imports and exports.
• The title mentions a pre-10 a.m. selection time, but the sample filters do not encode it.
• The article gives no backtest or evidence of effectiveness and recommends broader analysis and tracking.

Tags

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