Screening Small Profitable Chinese Stocks After Intraday Drops

Summary

This stock screen combines four conditions: daily high-to-low amplitude of at least 1%, market capitalization no greater than 10 billion yuan, positive net profit, and an intraday low between 4% and 5% below the open. The description frames the decline as a possible dip-buying opportunity and supplies both a formula-style expression and a Python example for applying the filters to A-share market data. The code also excludes names containing the special-treatment marker.

The text cautions that high volatility and a sharp fall can reflect meaningful company or market risks, and that a decline may result from temporary financial or operating pressure. It recommends considering longer-term trends, valuation, financial health, capital flows, stop placement, screening frequency, and position size. These are proposed refinements, not demonstrated safeguards. No backtest, selection performance, entry timing beyond the screen, or exit rule is given, so the screen should be treated as a candidate-generation rule rather than a validated strategy.

Key ideas

• The screen selects profitable stocks with market capitalization up to 10 billion yuan and daily amplitude of at least 1%.
• It looks for stocks whose intraday low is 4% to 5% below the opening price.
• The provided examples implement the filters for Chinese A-share data.
• The source flags volatility, market declines, and company-specific pressures as risks.
• It gives no backtest or defined exit rule to validate the dip-buying idea.

Tags

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