Screening Chinese Stocks by Price, Daily Range, and Recent Limit-Up Events

Summary

This stock screen selects Chinese equities whose daily high-low range exceeds one percent, whose price is below 12 yuan, and that have recorded at least one limit-up event during the prior 25 trading days. The article presents the conditions as a way to find lower-priced, volatile shares that have recently attracted strong buying interest. It includes indicator and Python examples, though the Python conditions shown do not clearly implement the stated 25-day lookback and instead appear to test the current row.

The article offers a rationale for each filter but gives no backtest, portfolio construction rules, entry or exit plan, or measured performance. It cautions that price movement and past limit-up events do not establish sound fundamentals or predict future returns, and that volatile shares may be unsuitable for some investors. It suggests adding fundamental, market, and industry analysis and refining ranking weights, but does not evaluate those enhancements.

Key ideas

• The screen combines a daily range above one percent with a sub-12-yuan price threshold.
• It also seeks at least one limit-up event in the previous 25 trading days.
• Recent limit-up activity is treated as a sign of market interest, not proof of business quality.
• The article warns that volatile stocks and historical screening signals carry substantial uncertainty.
• The supplied Python conditions appear not to apply the stated 25-day event lookback.

Tags

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