A-Market Stock Screen Using Recent Limit-Ups and Trading-Desk Lists

Summary

The document proposes a short-term Chinese A-share screen for companies associated with the metaverse theme. It selects stocks appearing on the prior day’s trading-desk ranking list and having more than two limit-up days during the latest ten trading sessions. The rationale is that recent limit-ups may indicate short-term strength and attention, while the ranking-list condition adds another sign of market activity. It includes a formula-style description and a Python sketch that iterates through historical stock data.

No backtest results, benchmark comparison, or evidence of sustained returns are supplied. The document itself cautions that the screen omits fundamentals and other indicators, and that short-term candidates can be volatile and sensitive to changing market conditions. Its example code and formula need careful validation: the listing-date and limit-up conditions must match the intended lookback and market rules, and data quality matters. The suggested additions, such as volume or technical indicators, are possibilities rather than tested improvements; risk controls and position management remain necessary for any evaluation.

Key ideas

• The screen combines a metaverse theme, a prior-day trading-desk ranking appearance, and repeated recent limit-ups.
• The intended horizon is short term, using recent price activity as a momentum and attention filter.
• The document provides formula and Python examples but reports no measured strategy performance.
• The screen omits fundamentals and may select volatile stocks whose strength does not persist.
• Data definitions, lookback logic, market rules, and risk controls should be checked before evaluating the screen.

Tags

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