Screening Stocks by Daily Range and Recent Limit-Up Events

Summary

This Chinese equity-screening post selects stocks whose daily amplitude exceeds 1, that recorded at least two limit-up events in the past 500 days, and that had at least one such event in the past 25 days. It frames the screen as a way to find stocks with recent market attention and short-term price activity. The post includes formula references and an illustrative Python approach using rolling counts.

The author notes that sentiment may not persist and that unusual market conditions can undermine the screen. Suggested refinements include adding indicators such as moving averages or MACD and accounting for different sector characteristics. No backtest, performance figures, or validation are supplied. Limit-up definitions and the sample formulas may also require adjustment for market rules, price limits, and data conventions; the criteria alone do not establish an entry, exit, or risk-management method.

Key ideas

• The screen combines an amplitude threshold with limit-up event counts over two lookback windows.
• It requires at least two limit-up events in 500 days and one in the most recent 25 days.
• The stated purpose is to identify stocks showing recent short-term activity and market attention.
• The post cautions that sentiment can fade and market conditions can affect results.
• It provides no backtest or performance evidence and does not specify trade exits.

Tags

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