Chinese Stock Screen for Recent Limit-Ups and a Sharp Intraday Pullback

Summary

This Chinese stock-selection post describes a short-term screen for shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a current session maximum decline bounded between 4% and 5%. It presents the setup as a way to find candidates with potential to rebound. The post includes example formula and Python references for applying filters to stock data, then sorting selected names by reported change.

The post provides screening conditions but no historical test, return series, benchmark comparison, or evidence that the selected stocks rebound. Its discussion acknowledges that the filters focus on recent price behavior and may overlook company fundamentals and longer-term trends. The supplied code and formula also use different data-handling details, so their outputs should not be assumed identical without checking definitions and implementation. The screen is a candidate-generation rule, not a complete entry, exit, or risk-management plan.

Key ideas

• The screen requires turnover between 3% and 12% and a recent limit-up event within 25 days.
• It selects for a current-session maximum decline between 4% and 5%.
• The post frames the conditions as a search for possible rebound candidates.
• Example formula and Python references are provided for screening and sorting stocks.
• No performance evidence is supplied, and the author notes that fundamentals and longer-term trends are omitted.

Tags

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