Combining Volatility, Control, and Consecutive Limit-Ups in Stock Screening

Summary

This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market and year-over-year growth in main business revenue. Indicator-style formulas and Python-like pseudocode illustrate how the conditions might be combined into a selector and ranked.

The author characterizes the screen as speculative and warns that it may depend too heavily on perceived operator control, lack fundamental support, and expose investors to sharp changes in technical signals. The post recommends considering market sentiment, industry conditions, company fundamentals, and risk controls. Its examples are not accompanied by backtest results, definitions of the control measure, execution assumptions, or evidence that the added filters improve outcomes; the formula and code should therefore be treated as illustrative rather than validated strategy specifications.

Key ideas

• The initial screen combines price amplitude, a control measure, and a recent three-session limit-up pattern.
• The proposed refinements add relative dividend yield and revenue growth filters.
• The post warns that the setup is speculative and can lack fundamental support.
• No performance study or detailed definition of the control measure is supplied.

Tags

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