Screening Chinese Stocks by Price Range, Limit-Ups, and Market Board

Summary

This post describes a Chinese equity screen combining high daily amplitude, at least two limit-up events over a 500-day lookback, and exclusion of the STAR Market. It presents indicator conditions and a Python example intended to identify qualifying shares. The accompanying discussion characterizes the screen as technically oriented and suggests adding fundamental and growth measures while avoiding an overly restrictive universe.

The document supplies no backtest, performance figures, or validation of the selection rules. Its examples also conflict: the prose calls for amplitude above one percent, while the Python snippet skips stocks whose average range-to-close ratio is above that threshold. The limit-up test compares a day’s high with the prior low, which may not faithfully represent a limit-up event, and the exclusion logic and market labels warrant checking against the intended Chinese exchanges. These details make the screen a starting point rather than a verified strategy.

Key ideas

• The proposed screen combines price amplitude, historical limit-up frequency, and exclusion of the STAR Market.
• The post frames the rules as technical filters and suggests adding fundamental or growth criteria.
• The Python example reverses the stated amplitude condition by skipping stocks above the threshold.
• The limit-up formula and market classification should be validated before use.
• No return or risk testing is reported.

Tags

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