Stock Screening with Range, Ten-Day Return, and Position-Building Filters

Summary

This Chinese-language post proposes a stock screen combining three conditions: daily price range above 1%, a positive ten-day return below 35%, and a measure labeled today’s position increase above 5%. It interprets the range as a sign of active price movement, the return band as moderate recent appreciation, and increased positions as evidence of investor interest. The post includes formula and Python examples, though their implementations use price, volume, and position data in ways that may not exactly match the stated filter definitions.

The author cautions that the screen omits fundamental analysis, may exclude strong companies, and can expose users to trading-cost and liquidity risks. Suggested refinements include adding volatility or momentum indicators, company fundamentals, and market or industry context. No backtest results or risk-adjusted performance evidence are supplied, so the conditions should be regarded as a screening idea requiring data-definition checks and independent validation.

Key ideas

• The proposed screen requires a daily range above 1%, a positive ten-day return below 35%, and position increase above 5%.
• The post frames the filters as a way to find active stocks with moderate recent gains and investor interest.
• Its example implementations may not align precisely with the written definitions of range and position increase.
• The author notes that the screen omits fundamentals and may carry liquidity and transaction-cost risks.
• No backtest or performance evidence is provided.

Tags

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