Screening Stocks by Price Range, Daily Amplitude, and Past Limit-Ups

Summary

This proposed stock screen combines daily amplitude above 1%, a closing price of 18.5 yuan, and at least two limit-up events within a 500-day window. The article frames the conditions as a way to find volatile stocks with signs of favorable market sentiment. It includes example formulas and a Python-style workflow that queries stock and price data, counts limit-up occurrences, applies the price and amplitude filters, and sorts candidates by trading volume.

The article cautions that historical limit-ups may lose relevance during sharp market declines and that counting them alone can overlook important company and industry factors. It recommends treating limit-up history as a supplementary signal and adding fundamental and market context. The document gives no measured returns, benchmark, or validation, and its formulas and implementation details may not fully align on how they calculate amplitude or count events. The screen is therefore a hypothesis for further testing, not evidence of a reliable strategy.

Key ideas

• The screen requires amplitude above 1%, a closing price of 18.5 yuan, and at least two limit-up events over 500 days.
• The example implementation filters stock and daily-price data, counts limit-up events, and sorts qualifying names by volume.
• The article warns that sentiment and past limit-ups may be unreliable in sharp market declines.
• Fundamental and industry analysis are recommended as additional filters.
• No performance results or validation are provided, and the described calculations are not fully consistent.

Tags

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