Screening Chinese Stocks for Volatility, Recent Limit-Ups, and Listing Age

Summary

This note proposes a Chinese equity watchlist screen requiring daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and a listing age greater than one year. It presents volatility as a way to find stocks with larger price movements, a recent limit-up as a sign of market interest, and longer listing history as a possible stability filter. Formula and Python examples are included to illustrate the conditions.

The note provides no backtest, sample results, or evidence that these signals predict returns. Its example code does not consistently implement the stated lookback rule: the Python conditions identify a limit-up pattern on the same row as the amplitude test rather than clearly checking for an event within the prior 25 sessions. The text also cautions that listing age is not a measure of business quality, technical screens omit fundamentals, and past patterns may lose relevance. It suggests fundamental checks, deliberate calibration of the age threshold, ongoing monitoring, and position sizing suited to risk tolerance.

Key ideas

• The proposed screen combines amplitude above 1%, a recent limit-up, and more than one year since listing.
• The stated lookback window for a limit-up event is 25 days.
• The examples do not clearly enforce that lookback window in the Python conditions.
• The note advises supplementing technical filters with company and industry fundamentals.
• It offers no performance testing or return evidence.

Tags

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