A Chinese Stock Screen Using Rising Lows, Range, and Recent Limit-Ups

Summary

The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong short-term movement. Example formulas and partial Python code illustrate how a user might screen daily price data, though the examples do not fully establish that the calculations match the stated criteria.

The post acknowledges that the screen leans heavily on recent price action and may miss companies with stronger long-term fundamentals but weaker short-term charts. It suggests adding volume, moving averages, valuation, market capitalization, and financial-health measures, and adapting the rules to sector and market conditions. No backtest, return data, or validation is supplied, so the proposal should be treated as an untested screening concept rather than evidence of a profitable strategy.

Key ideas

• The screen combines a range condition, rising lows, and a recent run of limit-up sessions.
• The post provides indicator-formula and partial Python examples for implementing the screen.
• The author notes that short-term price filters may overlook firms with stronger fundamentals.
• Additional technical and fundamental measures are suggested, but no backtest or performance evidence is given.

Tags

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