A-Share Screen for Long-Term Trend, Recent Limit-Ups, and Buying Activity

Summary

This document describes a stock screen combining buying activity above 5%, a prior close above the 250-day moving average, and more than two limit-up days in the previous ten trading days. The long moving average is presented as a trend filter, while the recent limit-ups are meant to capture short-term strength and the buying measure to indicate capital flows. The article suggests that market capitalization, valuation, and additional data sources could be incorporated.

It includes sample Python-style filtering, but offers no backtest or performance evidence. The author warns that historical filters can miss short-term changes and that the conditions should not be relied on alone. The example’s data source and field meanings are not established, and the sample code may not implement the stated measures correctly, so the screen’s calculations need validation before use.

Key ideas

• The screen requires buying activity above 5%, a close above the 250-day average, and more than two recent limit-up days.
• The long moving average is used to filter for an established upward trend.
• Limit-up frequency and buying activity are treated as indicators of short-term strength and capital interest.
• The article supplies no performance results and cautions that historical filters can miss changing market conditions.

Tags

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