A-Share Screen Combining Rising 30-Day Average, Limit-Down Open, and Buying Ratio

Summary

This document describes an A-share screen using three conditions: a rising 30-day moving average, a prior-day 9:15 matched price at the limit-down level, and a current increase in the stated position-building ratio above 5%. Its proposed interpretation is that a rising average indicates an upward trend, while a limit-down event followed by a rebound could signal renewed buying interest. The article includes a short selection-code example and suggests adding volume, turnover, market-capitalization, or industry filters.

The screen is presented as a basic heuristic, not as a tested strategy. The document gives no historical results, transaction rules, or evidence that the conditions predict future returns. Its explanation of the buying ratio and the example code’s proxy conditions are not fully aligned with the stated screen, so implementation details would need clarification. It also cautions that extreme market conditions, including consecutive limit-down sessions, can undermine the approach.

Key ideas

• The proposed screen combines a rising 30-day average, a prior limit-down opening indication, and a buying-ratio threshold.
• The article interprets a post-limit-down rebound as a possible sign of renewed buying interest.
• It suggests adding volume, turnover, market-capitalization, or industry filters.
• The document provides no backtest or evidence of predictive performance, and its sample logic does not precisely match every stated condition.

Tags

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