Chinese Stock Screen Using Amplitude, Limit-Ups, and a Rounded Price Shape
Summary
This proposed daily stock screen combines amplitude above a stated threshold, at least two limit-up sessions during the prior 500 days, and a rounded or arc-like price pattern. The article treats amplitude and limit-up frequency as signs of market attention, while the shape condition is meant to favor smoother, longer-term price behavior. It suggests approximating the shape with moving-average and standard-deviation bands, and includes example formulas and Python-style code.
The rounded-pattern concept is not precisely defined, and the suggested band inequality does not clearly establish a curved price path. The sample code also mixes screening concepts and data fields in ways that may not implement the stated rules reliably. These ambiguities make the selection logic difficult to reproduce without independent specification.
The post notes that amplitude and limit-up counts are market- and time-sensitive, and that excluding volatile shares may omit useful information. It suggests adding fundamentals or trend measures. No backtest, performance evidence, or risk-adjusted results are presented, so the screen should be treated as an unvalidated hypothesis.
Key ideas
- The proposed screen requires amplitude above a threshold and at least two limit-up sessions in the preceding 500 days.
- It adds a rounded price-shape filter, approximated through moving-average and dispersion bands.
- The article associates activity and limit-up frequency with market attention, but presents no supporting performance data.
- The rounded-shape rule and example implementation are ambiguous and may not reproduce the intended pattern.
- The post suggests incorporating fundamentals and trend measures to broaden the screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.