Stock Screen for Volatility, Two-Day Highs, and Recent Limit-Up Moves

Summary

This Chinese-language post outlines an equity screen requiring price amplitude above 1, a high equal to the highest high of the current and previous day, and at least one limit-up event during the prior 25 days. It frames the conditions as a way to find volatile stocks showing recent strength and market attention. Sample indicator formulas are provided, but the Python example uses a different comparison for the limit-up condition, and implementation details are left platform-dependent.

The post cautions that recent limit-up activity can reflect short-term sentiment rather than durable company value or performance. It recommends adding technical and fundamental filters, including valuation measures, and mentions machine-learning methods as possible extensions. No backtest results or performance evidence are provided, so the screen’s usefulness and robustness remain unverified.

Key ideas

• The screen combines price amplitude, a two-day high, and a limit-up event in the prior 25 days.
• The post interprets recent limit-up activity as a possible sign of short-term attention.
• It warns that the conditions can overemphasize market sentiment and neglect business fundamentals.
• Additional technical and fundamental filters are suggested, but not specified or evaluated.
• The example formulas contain implementation differences that would need resolution before use.

Tags

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