Chinese Stock Screen Using Price Amplitude, Limit-Ups, and Float Market Cap

Summary

This Chinese equity screening idea combines three filters: daily price amplitude above 1%, at least two qualifying limit-up moves within 500 days, and a circulating market capitalization between 5 and 10 billion yuan. The document provides formula examples and a Python sketch for applying these conditions, then describes ranking candidates using amplitude, limit-up frequency, and market capitalization. It frames the screen as a way to find stocks that may rebound after weak price action.

The evidence is a rule description and implementation examples; the document reports no backtest, performance figures, or validation. It cautions that technical filters and market capitalization alone can miss important company fundamentals and do not indicate business quality. It suggests adding fundamental measures and other indicators, while emphasizing exposure control. The code examples also differ in how they calculate amplitude and rolling limit-up counts, so the exact screening behavior may depend on implementation details. The strategy should therefore be treated as an idea for further testing rather than an established source of returns.

Key ideas

• The screen requires amplitude above 1%, at least two limit-up moves in 500 days, and circulating market capitalization between 5 and 10 billion yuan.
• The document gives formula and Python examples for filtering stocks by these conditions.
• It proposes ranking candidates with a composite of amplitude, limit-up frequency, and market capitalization.
• The article warns that technical filters and company size do not capture fundamental quality or all risks.
• The examples use differing calculation details, which may change the stocks selected.

Tags

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