A-Share Screen Combining Limit-Ups, Three Down Days, and Buying Activity

Summary

This document describes a short-term A-share stock screen using three conditions: buying activity above 5%, three consecutive declining sessions, and more than two limit-up days within the previous ten trading days. It interprets the buying measure and recent limit-ups as signs of investor interest, while treating the consecutive declines as a possible rebound setup. The article also proposes adding a market-cap floor, a price-to-earnings ceiling, and a Bollinger Band condition.

The post provides illustrative Python-style filtering logic, but it does not present a backtest, performance results, or precise definitions for the data fields. Its explanation cautions that the screen emphasizes short-term price action and may overlook longer-term trends and fundamentals; broad market weakness can also hurt qualifying stocks. The implementation shown may not faithfully represent all stated rules, so the criteria and data calculations would need validation before research or use.

Key ideas

• The screen looks for buying activity above 5%, three declining sessions, and more than two limit-up days in ten trading days.
• Recent limit-ups are treated as a sign of attention, while three down sessions are framed as a possible rebound setup.
• The article suggests adding market capitalization, valuation, and Bollinger Band filters.
• The strategy focuses on short-term signals and may fail in weak markets or when longer-term fundamentals matter.

Tags

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