A Chinese Stock Screen Using Limit-Up History, Valuation, and Moving Averages

Summary

This post outlines a Chinese stock screen based on three conditions: at least two limit-up sessions within the previous 500 days, a positive price-to-earnings ratio, and at least five moving averages converging. It describes five averages based on different lookback windows and frames their convergence as a technical feature to combine with past price strength and a valuation filter. The post gives sample code fragments, but the text is cut off before it fully explains the limit-up condition or completes the strategy specification.

The available material does not report a backtest, returns, or risk statistics, and it does not establish that the proposed filters predict future performance. The code shown appears incomplete and does not clearly implement all five averages together; its P/E calculation is also presented as a price divided by a rolling price average rather than a conventional earnings-based ratio. The idea is therefore best read as an informal screening proposal requiring corrected data definitions, implementation, and empirical validation.

Key ideas

• The proposed screen combines limit-up frequency over 500 days, positive P/E, and convergence among at least five moving averages.
• The moving averages are described using five distinct lookback windows.
• The post is truncated before the limit-up rule and full strategy are specified.
• The sample code appears incomplete and does not establish a valid P/E calculation or strategy performance.

Tags

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