A Chinese Stock Screen Combining Price Range, Rounding Formation, and Limit-Ups

Summary

This post describes a Chinese equity screening rule that combines an amplitude threshold, a rounded price pattern, and at least two limit-up sessions within a 500-day lookback. It also gives a technical formula for expressing those conditions. The accompanying explanation presents the amplitude and rounded pattern as ways to identify stocks with trading activity and smoother price movement, while repeated limit-ups are treated as a sign of market attention.

The post cautions that relying on limit-up counts and chart conditions can miss company fundamentals and broader market factors, and that the chosen lookback may produce unreliable signals. It suggests adding financial, market, moving-average, or volume measures and adjusting the count and time window. No backtest results or evidence of predictive performance are provided, so the screen is a starting hypothesis rather than a validated strategy.

Key ideas

• The screen combines an amplitude condition with a rounded price pattern and repeated limit-up sessions.
• The rule counts limit-up events over a 500-day lookback.
• The post recommends adding fundamental and market context to technical filters.
• It provides no performance test to show whether the screen predicts returns.

Tags

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