Screening Stocks for Recent Limit-Ups, Positive Earnings, and Price Range

Summary

This Chinese equity screen selects shares with more than two limit-up sessions in the preceding ten days, positive price-to-earnings ratio, and a stated amplitude threshold above 1. The article interprets the conditions as a combination of elevated trading activity, profitability, and recent strong price performance. Its Python example counts limit-up days over a rolling ten-session window and estimates daily amplitude from the high, low, and previous close.

The described selection logic and example do not align fully: the prose gives an amplitude threshold above 1, while the sample code constrains amplitude to a range between 1% and 10%. The code also illustrates the calculation on a single stock and does not report backtest results or returns. The article warns that chasing recent limit-ups can expose investors to overvalued shares and sharp reversals. It suggests combining the screen with broader technical, fundamental, sector, and risk-control analysis, including stop-loss or take-profit planning. No entry, exit, or portfolio allocation method is established.

Key ideas

• The screen combines more than two recent limit-up sessions with positive PE and an amplitude condition.
• The example calculates limit-up frequency across a rolling ten-session window.
• The prose threshold and the amplitude range in the sample code are not consistent.
• The document warns that recent strong price moves can reverse and provides no performance evidence.

Tags

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