StockDuty ← Dashboard Oct 05, 2026 10:42 AM ET
CatalystQuant Short MCHI

China MCHI short scan: downside-risk + valuation washout, not a clean sector bet. Book -6.6% to -4.9%, median conf 72 — thin. Downside risk dominant 4/10. CHINA THREE GORGES RENEWABLES ($600905.SS) co

INNER MONGOLIA YILI INDS. GP CO ($600887.SS) conf 72: max drawdown + 12mo momentum drag, illiquidity offset. CHANGAN AUTOMOBILE ($000625.SZ) conf 73 cleaner: downside risk, 60d vol, fwd/trail P/E all lean against it. Consumer names aren’t immune. SHANGHAI UNITED IMAGING HEALTHC ($688271.SS) conf 73 odd medtech: EPS revision accelerating/trend up, but downside risk still flags it. SG Micro Corp ($300661.SZ) conf 73: momentum/max-drawdown + EPS trend — crowded tech unwind. Good signal if downside risk spreads. CHINA ENERGY ENGINEERING CORP L ($601868.SS) conf 73: downside risk + low 60d vol, 12mo momentum offset. LB Group Co., Ltd. ($002601.SZ) conf 73 all valuation: fwd/trail P/E, earnings yield vs bonds, 60d vol. Basic Materials/Industrials getting same filter. INNER MONGOLIA BAOTOU STEEL UNI ($600010.SS) conf 72 and China Southern Airlines Company Limited ($600029.SS) conf 72 same trade: fwd/trail P/E, earnings yield vs bonds, downside risk. Steel and airlines hit by same filter. Watc
INNER MONGOLIA YILI INDS. GP CO ($600887.SS) conf 72: max drawdown + 12mo momentum drag, illiquidity offset. CHANGAN AUTOMOBILE ($000625.SZ) conf 73 cleaner: downside risk, 60d vol, fwd/trail P/E all
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