A-Share Screen for Position Increases After a Non-Limit-Up Day
Summary
This A-share stock screen selects shares whose daily position-increase ratio exceeds 5%, while excluding stocks that hit the price limit on the previous day. It also invokes strong performance during 2021; the example implementation adds a close-above-12-period-average condition. The stated rationale is to combine current position changes and recent price behavior when identifying candidates.
The article cautions that these filters depend heavily on one-day position changes and the prior session, while omitting company finances and industry prospects. It suggests adding fundamental measures or technical indicators, but reports no backtest or evidence of predictive performance. The proposed code is internally inconsistent: a variable name used for the position filter does not clearly match the stated ratio, the date filter does not by itself define good 2021 performance, and the snippets are incomplete. The idea is therefore a loosely specified screen rather than a validated strategy.
Key ideas
- The stated filter requires a daily position-increase ratio above 5%.\nIt excludes stocks that were limit-up on the previous day.\nThe article also refers to strong 2021 performance and gives a close-above-moving-average condition as an example.\nIt warns that the screen omits company fundamentals and industry prospects.\nNo backtest is reported, and the example implementation has inconsistent or incomplete conditions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.