A-Share Momentum Screen Using Amplitude, Limit-Ups, and Recent Control

Summary

This Chinese-language post outlines a short-term A-share stock screen that combines price activity and a limit-up pattern. Its stated filters include amplitude above a threshold, a claim of main-force control on the prior day, exclusion of ST-designated shares, and selection before 10 a.m. It then invokes a five-step limit-up method, aiming to capture short-term sentiment and capital flows.

The post warns that these signals are vulnerable to market noise, volatility, and speculative trading, and suggests adding technical and fundamental measures or refining the selection time. It supplies sample code with additional filters, including turnover, valuation fields, market capitalization, and repeated daily gains near the daily limit. However, the code’s date field does not clearly implement the stated intraday cutoff, and it gives no backtest results or validation. The screen is therefore an idea for further research, not evidence of a reliable return-producing strategy.

Key ideas

• The screen combines amplitude, a prior-day control signal, ST exclusion, and an early-morning selection time.
• Its limit-up pattern is intended to capture short-term price momentum and market sentiment.
• The post identifies noise, volatility, and speculative behavior as key risks.
• Sample code adds filters, but its date-based condition does not clearly enforce the stated 10 a.m. cutoff.
• No performance data or out-of-sample validation is provided.

Tags

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