Stock Screening with Recent Limit-Up Streaks, Price Range, and Positive P/E

Summary

This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares, the recent limit-up sequence as evidence of buying interest, and positive P/E as a basic profitability filter. A Python example sketches the conditions, including checking prior percentage changes and calculating P/E from price and earnings.

The author flags the screen’s narrow use of recent price action and limited fundamental coverage, and notes that P/E can be misleading, especially for risky companies. Suggested additions include broader financial data, risk controls, and further valuation constraints such as PEG. No backtest results or evidence of returns are reported, and the example’s market assumptions and data fields are not validated in the post. The strategy is therefore an illustrative screening idea, not demonstrated investment guidance.

Key ideas

• The screen combines amplitude above 1, a previous three-day limit-up streak, and positive P/E.
• The post treats recent limit-ups as a signal of buying interest and positive P/E as a profitability filter.
• Its Python sketch checks previous percentage changes and derives P/E from price and earnings.
• The author recommends broader fundamental data and additional risk controls.
• No backtest or return evidence is provided, and the post warns that P/E can mislead.

Tags

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