Screening Stocks by Price Range, Prior-Day Limit Status, and Fund Holdings

Summary

This post presents a short-term stock screen based on price amplitude above 1%, avoiding stocks that hit the daily limit the previous day, and selecting stocks associated with institutional buying. Its discussion interprets fund holdings as a sign of potential support and describes the rule as a way to react to market activity. It recommends adding company fundamentals, financial condition, fund flows, and sector activity for a broader assessment.

The evidence consists of a brief rule description and a Tushare-based Python example; the post offers no backtest or performance data. The example uses fund portfolio records and daily price fields to construct candidates, but its implementation does not clearly establish that the data prove institutions are buying at the time of selection. The author notes that the screen does not account for institutional selling and is aimed at short-term trading, so it may not suit longer investment horizons.

Key ideas

• The proposed screen combines price amplitude, prior-day limit status, and institutional holding data.
• Fund ownership is treated as a possible support signal, but it does not establish current buying pressure.
• The screen may overlook institutional selling and is intended for short-term use.
• Fundamental, flow, and sector information are suggested as additional context.

Tags

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