Stock Screening with Volume, Gap-Up, and 10-Day Return Filters

Summary

This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger capital activity, the gap-up as a sign of market sentiment, and the bounded recent return as a way to focus on stocks with short-term gains.

The document gives no performance data, backtest, or evidence that these signals predict future returns. It explicitly warns that the screen emphasizes recent performance and may miss longer-term trends or fail to forecast future prices. It suggests adding technical and fundamental measures and a stop-loss, but does not define those additions or provide a complete trading and position-sizing plan. The material is therefore a screening concept, not a validated strategy.

Key ideas

• The screen selects stocks with current volume above 10,000 lots, a higher opening price, and a positive 10-day return below 35%.
• The post interprets volume as capital activity and a gap-up as a possible sentiment signal.
• It offers no backtest or measured evidence for the screening rules.
• The author warns that short-term filters may overlook longer-term trends and recommends further analysis and risk controls.

Tags

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