A-Share Momentum Screen Using Limit-Ups and a Rising 30-Day Average
Summary
This screening idea targets A-share stocks whose daily range exceeds 1%, that recorded more than two limit-up sessions in the previous 10 days, and whose 30-day moving average is rising. The article interprets a large range as greater trading activity, repeated limit-ups as evidence of market interest, and the rising average as an upward trend. Its formula and Python example translate these conditions into a basic stock filter, using the current close above the 30-day average and that average above its prior value.
No backtest results or return evidence are supplied. The article cautions that focusing on volatility and recent popularity may omit company fundamentals, and that technical readings can be interpreted inconsistently or fail under changing market conditions. It proposes adding fundamental, industry, and other technical signals, but does not define a validation process or risk rules. The example is therefore a screening template, not demonstrated evidence of a profitable strategy.
Key ideas
- The screen looks for a daily high-low range above 1%.
- It requires more than two limit-up sessions in the previous 10 days.
- A rising 30-day moving average is used as a trend filter.
- The article warns that volatility and recent popularity can overshadow fundamentals and that no 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.