Chinese Stock Screen Using Price, Range, and Limit-Up Frequency

Summary

This Chinese-language post describes a daily stock screen combining three conditions: amplitude above 1%, at least two limit-up moves within 500 days, and a share price of 18.5 yuan. It outlines corresponding indicator and formula concepts and provides an illustrative Python workflow for applying the filters to stock data.

The author notes that the screen relies on short-term price behavior and omits company fundamentals, leaving it exposed to market swings and potentially biased selections. Suggested additions include valuation, dividend, ownership, and other fundamental measures, alongside further risk evaluation. The post supplies no performance results or backtest evidence, and its formulas and example implementation are presented as references that may need adjustment. The stated title differs slightly from the body, which specifies 18.5 yuan.

Key ideas

• The screen requires daily amplitude above 1%, at least two limit-up moves over 500 days, and a price of 18.5 yuan.
• The post illustrates translating the conditions into indicator formulas and a data filtering workflow.
• The method focuses on recent price behavior and does not assess company fundamentals.
• The author recommends adding fundamental measures and evaluating risks before relying on the screen.

Tags

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