Screening Stocks by Intraday Range, Prior Limit-Ups, and Control Measure

Summary

This post outlines a Chinese stock screen based on a daily price-range threshold, at least two limit-up events over a 500-day lookback, and a current “control” measure above a stated threshold. The proposed rationale is to find volatile stocks with a history of sharp advances and a strong current trading condition. It gives formula sketches for range and limit-up counts, plus a technical formula and sample Python implementation.

The post acknowledges that the screen is heavily technical, depends on quick interpretation of changing markets, and may be affected by data and calculation errors. It suggests adding fundamental analysis and other technical measures, then adjusting the rules as market conditions change. No backtest, sample portfolio, or live performance evidence is presented. The “control” calculation is described ambiguously and appears implementation-dependent, so its definition and scaling would need to be validated before the screen could be reproduced or evaluated reliably.

Key ideas

• The screen combines daily range, past limit-up frequency, and a current control metric.
• The limit-up condition counts qualifying events across a 500-day history.
• The post frames the criteria as a way to find volatile stocks with strong trading conditions.
• The strategy is technically focused and vulnerable to market shifts and data errors.
• The control metric is not fully specified, and the post gives no performance validation.

Tags

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