A-Share Momentum Screening with Recent Limit-Ups and Price Range

Summary

This A-share screening idea selects stocks with daily price amplitude above 1, more than two limit-up days in the past ten days, and a favorable enterprise profile. The post interprets repeated limit-ups and high amplitude as signs of market attention and short-term trading opportunity. It also proposes considering profitability, financial stability, growth, return on equity, and market value when defining company quality, and suggests ranking candidates by market heat.

The document gives indicator-style and Python examples, but its implementation details are not fully consistent with the stated screen: the example tests a high-price comparison as a proxy for limit-up activity, uses average amplitude, and leaves the enterprise-quality condition undefined. It offers no backtest or performance evidence. The post itself cautions that attention and volatility can reflect speculation, while a screen centered on price action may omit fundamentals. Any use would require precise definitions of limit-up events, the enterprise filter, data timing, ranking, and risk controls, followed by historical and out-of-sample evaluation.

Key ideas

• The proposed screen combines price amplitude, recent limit-up frequency, and a company-quality filter.
• The post treats repeated limit-ups as a proxy for market interest and possible short-term momentum.
• It suggests defining company quality with measures such as profitability, financial stability, growth, and return on equity.
• The example code leaves key filters undefined and does not clearly implement the stated limit-up rule.
• No evidence of strategy performance is provided, and speculative price action is a stated risk.

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