Shenzhen Stock Screen Using Amplitude, Limit-Ups, and Valuation

Summary

The proposed stock screen selects Shenzhen main-board shares with daily high-to-low amplitude above 1%, at least one limit-up event in the prior 25 days, positive price-to-earnings ratios below 29.01, and positive price-to-book ratios below 3.11. Selected shares enter a candidate pool. The post explains the criteria as a combination of elevated price movement, recent market interest, and valuation bounds, and includes example indicator logic and a Python data-processing outline.

The source does not report a backtest, returns, benchmark comparison, or evidence that these filters predict future performance. Its code excerpt also appears to combine a current-day limit-up condition with the other filters, so it does not clearly implement the stated lookback requirement without additional rolling-window logic. The author acknowledges that high-amplitude shares can carry greater risk, valuation screens can be distorted by changing market conditions, and historical selection criteria may not forecast future results. Fundamental, industry, and policy analysis is suggested as further research rather than demonstrated as part of the screen.

Key ideas

• The screen requires daily amplitude above 1% and a limit-up event within the prior 25 days.
• It restricts candidates to Shenzhen main-board stocks with positive PE below 29.01 and PB below 3.11.
• The stated rationale combines price activity, recent market attention, and valuation filters.
• The document supplies example screening logic but no performance evidence or backtest results.
• Its sample code does not clearly show the stated 25-day limit-up lookback condition.
• High volatility, changing market conditions, and reliance on historical data are acknowledged limitations.

Tags

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