Screening Chinese Stocks for Amplitude and Recent Limit-Up Events

Summary

The post presents a Chinese equity screening rule that selects stocks with amplitude above a threshold, more than a year since listing, and at least one limit-up event in the past month. It suggests that amplitude can reflect both price movement and market attention, while a recent limit-up may indicate that a stock has become a focus of trading. A formula reference and a Python example outline how to identify listed stocks and look for recent limit-up records.

The author cautions that limit-up activity may result from speculation rather than improving business fundamentals. The suggested improvement is to combine the event filter with financial measures such as valuation and earnings per share. The post does not specify a complete portfolio construction or exit rule, provide a backtest, or show risk-adjusted performance. The Python example uses a current trading date for its limit-up lookup, so it describes a screening illustration rather than a fully specified historical evaluation process.

Key ideas

• The screen combines high amplitude, more than a year of listing history, and a recent limit-up event.
• Amplitude is presented as a rough proxy for price activity and market attention.
• A limit-up event may reflect speculative trading rather than stronger fundamentals.
• The post recommends adding financial measures but gives no backtest or complete trading rules.

Tags

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