A-Share Screen Combining Limit-Up History, the 10-Day Average, and Volume Ratio

Summary

This stock-selection proposal ranks shares by volume ratio, selecting the top 100, and combines that ranking with two filters: an opening price within 5% above or below the 10-day moving average, and more than two limit-up sessions during the preceding 10 days. The note interprets repeated limit-ups as signs of attention and momentum, while proximity to the moving average is treated as a stability condition. It also suggests adding turnover, trading volume, market capitalization, and industry information.

The discussion identifies volatility from strong inflows and pullback risk after repeated limit-ups. These explanations are qualitative; the page provides no backtest, measured outcomes, or detailed implementation for the suggested additional filters. The described screen should therefore be read as a candidate ranking concept rather than evidence of a profitable strategy.

Key ideas

• The screen ranks stocks by volume ratio and keeps the top 100.
• It requires the opening price to be within 5% of the 10-day moving average.
• It selects stocks with more than two limit-up sessions in the previous 10 days.
• The note suggests adding turnover, volume, market capitalization, and industry filters.
• Recent limit-ups may indicate momentum but can also precede a pullback.

Tags

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