Screening Stocks by Recent Limit-Ups, Amplitude, and Company Size

Summary

The document presents an equity screen that selects stocks with price amplitude above one, company size above 200 million, and more than two limit-up days within ten days. It describes the criteria as a way to capture price movement and market enthusiasm, and includes examples of expressing the screen in a platform formula and in Python.

The post offers no backtest, return data, or evidence that the screen is profitable. It warns that relying on recent limit-up activity can make the selection overly dependent on market sentiment and can overlook fundamentals and long-term prospects. It suggests adding fundamental measures, filtering overly popular sectors, and setting rules for taking profit and limiting losses. The accompanying example code has implementation details that may not align cleanly with the stated screening conditions, so the written criteria should be treated as the strategy description rather than verified code behavior.

Key ideas

• The screen combines price amplitude, company size, and recent limit-up frequency.
• It seeks stocks with strong recent price activity and market attention.
• The post does not provide historical performance evidence for the screen.
• The author identifies sentiment dependence and missing fundamental analysis as risks.
• Fundamental filters, sector constraints, and exit rules are suggested as possible refinements.

Tags

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