Stock Screening with Rising Lows, Daily Range, and a Prior Limit-Up Exclusion

Summary

This Chinese-language post outlines an equity screen using three conditions: amplitude above 1, a rising-bottom pattern, and exclusion of stocks that hit the daily price limit on the previous day. It frames the combination as a way to find stocks with favorable technical characteristics while avoiding immediate follow-through after a limit-up session. The article also suggests adding fundamental filters such as valuation, profitability, and industry outlook.

The post provides example formula and Python snippets, but it does not report a backtest, measured returns, or a precise definition of the rising-bottom condition. Its discussion flags that the screen relies mainly on technical inputs and only checks the previous day’s limit-up status, so it may lag fast market or policy changes. The code examples also differ in how they represent some conditions, making implementation details worth checking before use. No evidence is offered that the screen is profitable, and the proposed fundamental additions are suggestions rather than evaluated rules.

Key ideas

• The screen combines amplitude above 1, rising lows, and no prior-day limit-up event.
• The post proposes adding valuation, profitability, and industry data to the technical filters.
• It warns that a one-day limit-up exclusion and technical-only inputs may miss broader market changes.
• The examples provide no backtest, and the rising-bottom rule is not precisely defined.

Tags

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