A Limit-Up Momentum Screen with Volume and Fundamental Filters

Summary

This Chinese-language post outlines an equity screen built around price activity and recent limit-up behavior. Its starting conditions are a daily amplitude above one, a three-session limit-up streak ending the previous day, and more than two limit-up days within the recent ten-day window. The rationale is that amplitude and repeated limit-ups may indicate active trading and strong buying interest. The proposed refinement adds a market-cap ceiling, unusually high volume relative to its recent average, and positive latest earnings per share.

The post also includes example indicator and Python snippets, but they do not establish that the described conditions are implemented consistently or that the screen has been tested profitably. It warns that repeated limit-ups can weaken and that a price-history-driven approach may miss changing market conditions. Liquidity and company fundamentals are suggested as additional considerations. No backtest, return series, benchmark, or transaction-cost analysis is provided, so the screen should be treated as a selection hypothesis rather than evidence of an effective strategy.

Key ideas

• The initial screen combines daily amplitude with recent consecutive and repeated limit-up events.
• The suggested refinement adds a market-cap ceiling, elevated volume, and positive earnings per share.
• The post identifies fading momentum and dependence on past price behavior as risks.
• The examples do not provide backtest results or evidence of profitability.

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