Screening Chinese Stocks for Large Moves and Excluding STAR Market Shares

Summary

This stock screen selects shares with a large trading range and at least one daily gain of ten percent or more within the prior twenty-five trading days, while excluding codes associated with the STAR Market. The post provides example screening logic in formula and Python forms, using a volatility threshold, a prior-close return condition, and a stock-code filter. It is a technical momentum-oriented filter, not a complete entry, exit, or portfolio strategy.

The document cautions that recent strong performance does not ensure future returns and that the screen omits company fundamentals, industry assessment, and broader market conditions. It suggests combining the filters with fundamental and sector analysis, additional indicators, and market context. The examples leave the added fundamental condition unspecified, and no backtest results or evidence of profitability are given.

Key ideas

• The screen looks for a large daily range and a recent single-day gain of at least ten percent.
• It excludes securities whose codes identify them as STAR Market listings.
• The author warns that the filter omits fundamentals, industry analysis, and market context.
• The post provides illustrative formulas but reports no performance testing.

Tags

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