Stock Screen Combining Amplitude, Control, Limit-Ups, and Valuation

Summary

This proposed A-share screen combines daily amplitude above 1, a measure labeled today’s controlling-shareholder control above 21, and at least two limit-up events over a 500-day lookback. Its final stated logic also requires price-to-book and trailing price-to-earnings ratios to fall below their respective market first quartiles. The post includes example formulas and Python-style pseudocode, but does not provide a backtest, selected-stock history, or return and risk statistics.

The author identifies several limitations: the limit-up frequency threshold may exclude candidates, the initial filters do not assess fundamentals, and an emphasis on recent strong performance may overlook longer-term conditions. The valuation filters are offered as an additional quality screen, though the document does not explain their calculation universe or validate their usefulness. The examples are references for implementation and may need adjustment to data definitions and platform behavior before use.

Key ideas

• The screen requires amplitude above 1 and a control-related measure above 21.
• It looks for at least two limit-up events within a 500-day window.
• The final proposed conditions add price-to-book and trailing price-to-earnings below market first quartiles.
• The post supplies sample formulas and pseudocode but no performance evidence.
• The author flags possible exclusions, weak fundamental coverage, and overemphasis on short-term performance.

Tags

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