Short-Term Stock Screening with Range, Volume, Gap, and Prior Limit-Ups

Summary

The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to find active stocks with recent momentum, then suggests adding profitability, dividend, balance-sheet, and technical measures for further filtering.

The evidence is a proposed screening recipe and illustrative formula and Python examples; no backtest, performance results, or detailed definitions are supplied. The examples do not clearly implement every stated condition, and some checks appear inconsistent with the written description. The article also cautions that limit-up history does not predict future gains and that the screen omits company fundamentals and industry conditions. Treat it as a rough screening idea that needs clarification, implementation review, and empirical testing before use.

Key ideas

• The screen combines price range, current volume, a high open, and a recent limit-up event.
• The author frames trading activity and recent price strength as short-term selection signals.
• Fundamental measures and additional technical indicators are proposed as possible filters.
• The examples provide no performance evidence and may not fully match the written criteria.
• Past limit-up events do not establish that a stock will continue rising.

Tags

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