Chinese Stock Screening with Amplitude, Float Size, and Early Limit-Up Rules

Summary

This post proposes a Chinese equity screening approach combining daily price amplitude above a threshold, a maximum tradable share float, exclusion of special-treatment stocks, and a claimed before-10 a.m. limit-up selection rule. It explains the intended rationale: seek volatile stocks with short-term potential, favor smaller floats, and avoid companies marked for financial or trading concerns. It also gives illustrative formula and Python snippets for calculating amplitude, checking float size and names, and intersecting the filters before ranking candidates by volume ratio.

The timing rule is not clearly implemented by the examples: the supplied comparisons use closing prices across prior bars and do not visibly encode an intraday cutoff or limit-up event. The article suggests adding indicators such as RSI or MACD, fundamental data, market trend context, and stop-loss discipline. It warns that screening can neglect fundamentals and encourage speculative behavior. No backtest results or evidence of profitability are presented, so the proposed filters should be treated as an unvalidated screening idea.

Key ideas

• The proposed screen combines price amplitude, share float, and exclusion of special-treatment stocks.
• The article describes an early limit-up selection idea, but its sample conditions do not clearly implement the stated timing rule.
• The examples intersect filters and rank candidates using volume ratio.
• The post recommends broader analysis and risk controls while providing no measured performance evidence.

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