Screening Chinese Stocks by Amplitude, Listing Age, and Recent Limit-Ups

Summary

This stock selection rule combines three filters: daily price amplitude above 1, a listing history longer than one year, and at least one limit-up event in the prior 25 days. The accompanying explanation treats recent limit-ups as a possible sign of market interest and short-term upside potential. A Python example sketches a screening process using stock basics, daily price data, and limit-price records to identify candidates.

The article warns that a limit-up does not establish company quality and that stocks can quickly reverse afterward. It also notes that a short lookback may not reveal a durable trend, and suggests adding valuation or technical filters and reviewing price action before the limit-up. The code is only a reference implementation: the stated rule and the data checks may not align perfectly, and no historical performance, transaction costs, or portfolio risk results are provided.

Key ideas

• The screen selects stocks with amplitude above 1, more than one year since listing, and a recent limit-up.
• Recent limit-up activity is presented as a possible indicator of interest, not proof of lasting upside.
• The document highlights reversal risk and the weakness of judging a trend from a short history.
• It suggests adding valuation or technical filters, but provides no performance evidence for the screen.

Tags

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