Chinese Stock Screen for Volatility, Price, and Recent Strength

Summary

This Chinese equity screening idea combines three filters: daily price range above 1%, a closing price of 18.5 yuan, and at least one daily gain of 10% or more during the previous 25 trading days. It aims to find moderately priced stocks with notable price movement and evidence of recent short-term strength. The document gives indicator logic and an illustrative data workflow, but reports no backtest, performance figures, or other empirical evidence.

The author cautions that the lookback is short and may miss longer-term trends or overfit recent moves. The exact-price filter is narrow, and the sample code contains implementation inconsistencies, so its output should not be assumed to match the stated screen. The post suggests adding technical and fundamental measures and using stop-loss and take-profit rules, but does not specify or test those additions. It is best read as a basic screening proposal rather than a validated trading system.

Key ideas

• The screen requires a daily range above 1% and a close at 18.5 yuan.
• It also requires at least one gain of 10% or more within the prior 25 trading days.
• The recent-gain condition is intended to represent short-term relative strength.
• The document identifies short lookback risk and omission of longer-term trends.
• It provides no performance evidence and recommends further analysis and risk controls.

Tags

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