Screening Stocks by Daily Decline, Price Range, and Prior Limit-Up Status
Summary
This Chinese community post describes a daily stock screen requiring an amplitude reading above 1, a daily percentage change between -5% and -4%, and no limit-up session on the previous day. It presents the conditions as a way to identify volatile stocks after a moderate decline, then suggests taking qualifying names into further investment analysis.
The article includes indicator-style and Python examples, but they do not establish that the screen has predictive value or provide backtest results. The accompanying explanation claims the filters may find stocks in a short-term uptrend, though that characterization is not demonstrated by the stated conditions. The author notes exposure to volatile stocks and market swings, and points out that filtering only the prior day's limit-up status may miss other relevant limit events. Suggested additions include technical indicators, fundamental measures, and stop-loss rules; any use would require careful validation and risk controls.
Key ideas
- The screen selects stocks with amplitude above 1 and a daily decline between 4% and 5%.\nIt excludes stocks that reached the upper price limit on the previous day.\nThe post offers indicator and Python references but reports no performance evidence.\nThe author identifies volatility and incomplete limit-event filtering as risks.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.