Screening for Volatile Stocks After a Three-Day Limit-Up Streak

Summary

This Chinese stock-screening proposal combines a minimum daily amplitude, three consecutive limit-up closes on the previous day, and evidence of a limit-up within the prior 25 trading days. The refined criteria raise the amplitude threshold to 1.5% and require a past limit-up price to exceed that day’s close. The article offers example formula logic and Python-style conditions, including a stock price-rise threshold, and sorts selected names by traded amount.

The article gives no backtest or performance results. It cautions that limit-up classification and the lookback window can create missed or false selections, and that short-term buying signals can ignore longer-term trends. It recommends tighter limit-up definitions, additional indicators such as MACD or moving averages, and fundamental analysis. The supplied formula and Python examples appear to encode some conditions differently from the written description, so the implementation needs reconciliation before use.

Key ideas

• The screen combines daily amplitude, a three-session limit-up streak, and a prior limit-up event.
• The refined description sets the amplitude threshold above 1.5% and adds a condition on the earlier limit-up price.
• The examples include a price-rise filter and sort selected instruments by traded amount.
• The author warns about limit-up classification errors and the narrow focus on short-term signals.
• The stated rules and sample conditions may differ, so the implementation should be checked.

Tags

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