A-Share Momentum Screening with Limit-Ups and Short-Term Capital Strength

Summary

This A-share screening proposal ranks stocks by capital strength and filters for a positive 10-day return below 35% and more than two limit-up days within the same 10-day window. The post presents capital strength as a proxy for investor attention, the return band as a way to capture gains without selecting the largest recent advances, and repeated limit-ups as evidence of short-term price momentum. It later suggests adding profitability, financial health, and favorable technical indicators.

The stated risks are reliance on recent price action, vulnerability during broad market declines, and the absence of company fundamentals in the initial screen. The post includes a partial code fragment, but it is truncated and does not clearly implement all the stated conditions. It provides no backtest, return statistics, or evidence that capital strength and limit-up frequency forecast future performance. The criteria describe a momentum-oriented candidate screen whose definitions and implementation would need to be checked before evaluation.

Key ideas

• The proposed screen ranks stocks by capital strength and requires a positive 10-day gain below 35%.
• It also requires more than two limit-up days in the prior 10 days.
• The author interprets capital strength and repeated limit-ups as signs of attention and short-term momentum.
• Suggested additions include profitability, sound finances, and technical trend checks.
• The code is incomplete, and the post gives no evidence of strategy performance.

Tags

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