Filtering Stocks by Volatility, Recent Limit-Ups, and Annual Returns

Summary

This Chinese stock-screening example combines three filters for an investment watchlist: daily high-low amplitude above 1%, at least one limit-up session in the previous 25 trading days, and a return rank in the top fifth of stocks from 2021 onward. It describes the screen in prose and provides reference implementations for a charting formula and a Python workflow using daily stock data.

The rationale is that large intraday ranges and prior limit-up moves may signal volatility and market interest, while strong relative returns identify recent leaders. The post provides no performance results or backtest evidence, and its ranking and date logic are not fully specified. It cautions that historical selection may not predict future returns, volatile stocks can carry elevated risk, and trading costs may be high. It suggests supplementing the screen with trend, momentum, and fundamental analysis, while managing costs and risk.

Key ideas

• The screen selects stocks with daily amplitude above 1% and at least one limit-up day in the prior 25 sessions.
• It also requires a return ranking in the top 20% from 2021 onward.
• The article offers charting-platform and Python references for implementing the filters.
• No backtest or performance evidence is supplied, and the ranking calculation is not fully defined.
• The author flags volatility, historical-data limitations, and transaction costs as risks.

Tags

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