Screening Stocks for Volatility and Recent 10% Daily Gains

Summary

This Chinese stock-screening post selects shares with daily amplitude above 1%, no limit-up close on the previous day, and at least one daily gain of 10% or more during the last 25 trading days. It frames amplitude as a way to find more volatile names and the recent large gain as evidence of upward momentum, while excluding stocks that just closed at the daily upper price limit. The post provides a formula example and a Python-style data-screening example.

The author notes that the rules omit company fundamentals, industry conditions, broader market direction, and the duration of any trend. It suggests adding fundamental and industry analysis and diversifying holdings. The stated final approach combines these checks with a diversified portfolio, but gives no backtest, sample, or performance results. The examples also do not clearly implement every stated condition, so their screening behavior should not be treated as independently validated.

Key ideas

• The proposed screen requires amplitude above 1%, no prior-day limit-up, and at least one 10% daily gain in 25 sessions.
• The post interprets volatility and a recent large gain as opportunity and momentum signals.
• It warns that the screen leaves out fundamentals, industry context, and broader market conditions.
• Diversification and additional company and industry analysis are proposed, but no validation results are supplied.

Tags

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