Stock Screen for Rising Lows, Daily Range, and Prior Limit-Up Exclusion

Summary

This Chinese-language post outlines an equity screen using three main conditions: amplitude above 1, rising bottoms, and exclusion of stocks that hit the daily limit the previous day. It provides sample indicator formulas and Python-like logic, and proposes adding technical, sentiment, and fundamental measures such as volume, moving averages, valuation, revenue, and earnings growth. The samples are presented as references and require adaptation; some code expressions do not clearly match the stated conditions.

The post offers no backtest, selected-stock history, or return evidence. It cautions that the method focuses on short-term price behavior, ignores fundamentals in its basic form, and may carry speculative risk. The rationale for excluding recent limit-up stocks is not established, and the stated thresholds, lookback periods, and implementation details could materially change the results.

Key ideas

• The proposed screen combines amplitude, rising bottoms, and exclusion of prior-day limit-up stocks.
• The post includes example formulas and partial Python logic, but implementation details may need correction.
• It suggests adding technical, sentiment, and fundamental factors to broaden the screen.
• No backtest or performance evidence is provided, and the author notes risks from relying on short-term price behavior.

Tags

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