High-Volatility Stock Screen After Limit-Down Opening Match and Recent Limit-Up

Summary

This short-term Chinese stock screen requires amplitude above 1, a prior-day 9:15 matching price at the limit-down level, and at least one limit-up event during the preceding 25 days. The source frames the combination as joining current volatility and weak pre-open sentiment with evidence of a recent sharp upward move. It includes platform formula and Python-style examples, including a suggestion to sort candidates by stock popularity and retain a small group.

No historical test, return data, or validation is provided. The article warns that the screen emphasizes technical behavior and short-term price action, leaving out fundamentals and broader market risk; it also notes exposure to volatility and possible price manipulation. It recommends adding fundamental and technical context along with capital and risk controls, but does not specify or test those additions. The listed conditions therefore describe a high-risk screening idea, not evidence of a reliable trading edge.

Key ideas

• The screen combines amplitude above 1, a prior-day 9:15 limit-down match, and a limit-up event within the prior 25 days.
• The conditions are intended to combine volatility, weak pre-open sentiment, and recent extreme upward price action.
• The source provides formula and Python-style illustrations but no test results or profitability evidence.
• It warns that the approach omits fundamentals and broader risk controls and may be vulnerable to volatility or manipulation.

Tags

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