Short-Term Stock Screening with Range, Price, and Limit-Up Filters

Summary

This note outlines a short-term Chinese stock screen using daily price range, a closing price of 18.5 yuan, and more than two limit-up sessions within ten days. It interprets repeated limit-ups as a sign of recent speculative attention and positions the approach for short-horizon trading. The article also provides formula and Python examples for expressing the filters and ordering candidates by purported market heat.

No backtest or realized trading results are reported. The article warns that the screen ignores company finances, management, and industry prospects, while short-term signals can be sensitive to market mood and price movements. It recommends adding fundamental and market context and adjusting criteria as conditions change. The title refers to a price of 18, while the body specifies 18.5; the examples also contain implementation details that should be checked against the intended data and definitions before use.

Key ideas

• The proposed screen uses a price-range threshold, a closing price of 18.5 yuan, and more than two limit-up sessions in ten days.
• The article interprets repeated limit-ups as evidence of recent speculative interest.
• It warns that the strategy omits financial and industry analysis and faces substantial short-term volatility.
• The title and body differ on the stated price, and the sample implementation needs validation.

Tags

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