Stock Screening with Daily Range, 10-Day Return, and Positive Profit

Summary

This Chinese-language post describes an equity screen requiring a daily price range above 1%, a positive 10-day return below 35%, and positive reported returns. It frames the range threshold as a way to select for active price movement, while the bounded return condition seeks stocks that have risen without an especially large recent gain. The post also gives indicator and Python examples and says candidates may be ranked by a heat measure.

The article offers no backtest, performance figures, or evidence that the filters predict future returns. It warns that sudden events can move prices sharply and that rules based on historical data cannot ensure future results. It suggests adding moving averages or trading amount, and using backtesting or simulation to refine the screen. The meaning and measurement period of the positive-profit condition are not fully specified, so the rules would need clarification before implementation.

Key ideas

• The screen requires a daily high-low range above 1% of the prior close.
• It selects stocks with a positive 10-day return below 35% and a positive reported return.
• The post presents the criteria as a way to find active stocks with moderate recent gains.
• It warns that historical filters and sudden events limit the strategy's reliability.
• It suggests adding other indicators and evaluating the rules with backtests or simulated trading.

Tags

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