Stock Screening by Recent Limit-Ups, Price Range, and Float Concentration

Summary

This document presents a short-term Chinese equity screen based on three signals: daily price amplitude, the share of total market value represented by circulating shares, and the number of limit-up days in a recent ten-day window. Its revised criteria specify amplitude from 1% to 10%, a circulating-to-total market-value ratio from 70% to 100%, and more than two limit-up days. The post interprets these as measures of price movement, market concentration, and investor attention.

It provides sample screening logic and Python code, but the implementation details are not fully consistent across the examples. The page gives no backtest or measured results. It warns that the rules emphasize short-term price action and sentiment, may produce a narrow candidate set, and can expose users to sharp volatility. It suggests supplementing the screen with fundamental and technical analysis and diversifying through a portfolio approach.

Key ideas

• The revised screen combines 1%–10% price amplitude with a 70%–100% circulating-to-total market-value ratio.
• It selects stocks with more than two limit-up days during the preceding ten days.
• The stated rationale links the filters to price movement, market concentration, and investor attention.
• The examples do not fully agree on implementation details, and no performance evidence is provided.
• The document identifies short-term sentiment exposure and volatility as key risks.

Tags

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