Intraday Stock Screening for Rising Lows and Recent Limit-Up Moves
Summary
This Chinese-market stock screen combines amplitude above one, a rising-bottom condition, exclusion of stocks marked ST, and selection before 10:00 a.m. It also seeks stocks associated with a recent limit-up event and increased trading volume, based on the post's stated rationale that such shares may have another strong session. The provided screening logic implements the price, listing-status, and time filters alongside several recent limit-up checks.
The post frames the method as a way to find active stocks showing a rebound and early strength, but it supplies no backtest or measured results. It warns that the rules emphasize price action and sentiment while omitting company fundamentals, and that intraday price changes can affect actual outcomes. It suggests adding valuation, growth, sector, fund-flow, and broader market context, as well as risk controls. The method is a screening hypothesis; the description does not establish that prior limit-up activity predicts another limit-up or that the implementation is suitable for live trading.
Key ideas
- The screen combines amplitude above one, rising lows, non-ST status, and selection before 10:00 a.m.
- It uses recent limit-up and volume conditions as a proxy for potential follow-through.
- The post provides screening formulas and partial Python logic but no performance evaluation.
- It cautions that price and sentiment filters omit fundamentals and that intraday movement affects outcomes.
- Valuation, growth, sector, fund-flow, market context, and risk controls are suggested additions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.