Screening for Volatile Stocks with Recent Limit-Ups and a Sharp Daily Drop

Summary

This Chinese-language post outlines a short-term stock screen run before 10 a.m. It selects shares with daily high-low amplitude above 1%, at least two limit-up events in the prior 500 days, and an intraday low between 4% and 5% below the previous close. The author frames the conditions as a way to search for rebound candidates after a decline, especially among volatile stocks with prior strong advances.

The post supplies example formulas and Python-style code, but it does not show backtest results, define execution timing for the intraday low condition, or report returns and drawdowns. Its code also describes some conditions differently from the stated screen, including an average-range filter and a minimum history check. The strategy can fail when negative news or a broader market decline keeps selected stocks falling; the author suggests adding fundamental and macroeconomic filters. No evidence is given that the proposed screen has an edge.

Key ideas

• The screen combines daily amplitude, historical limit-up frequency, and a current decline threshold.
• It is intended to identify possible short-term rebound candidates among volatile stocks.
• The post provides formulas and sample code but no measured strategy performance.
• The written criteria and sample code do not align perfectly in their calculation details.
• The author warns that market or company-specific weakness can lead to continued losses.

Tags

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