Stock Screening with Volatility, Recent Price Spikes, and Trend Resumption

Summary

This Chinese-language post outlines an equity screen combining a relatively large daily trading range, at least one recent session with a gain of 10% or more, and a “main advance” or strong rising phase. It presents the recent price spike and price-volume behavior as ways to identify stocks entering a stronger upward move. The proposed logic also mentions using candlestick patterns and trading volume to estimate the rise’s start and end, while excluding limit-up or limit-down stocks.

The post cautions that the rising-phase definition is ambiguous and that the screen omits company fundamentals and industry trends. It offers illustrative formula and Python fragments, but leaves key components unfinished, including the trend-phase and fundamental filters. No backtest results or evidence of improved stability are reported. The criteria therefore serve as a screening concept, not a validated strategy; a usable implementation needs precise definitions, data checks, and testing for selection and timing risks.

Key ideas

• The screen combines a large daily range with a recent session gaining at least 10% and an upward trend phase.
• The post suggests using volume and candlestick behavior to define the start and end of the main advance.
• It identifies ambiguity in the trend definition and missing fundamental and industry context as limitations.
• The example formulas leave important filters unfinished and provide no performance evidence.

Tags

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