A-Share Screen for Recent Limit-Ups, Turnover, Size, and Profitability

Summary

This A-share selection concept filters for turnover between 3% and 12%, market capitalization below 10 billion yuan, and companies described as not loss-making. It then looks for more than two limit-up days within the previous ten trading days. The document provides a formula and a Python example, but the examples use historical data windows and conditions that do not clearly align with the stated screen, so implementation details require independent checking.

The author treats repeated limit-ups as a sign of recent price strength while noting that short-term news and market conditions can drive the pattern. The main risks are speculative or manipulated price moves and sharp reversals after a rapid rise. Suggested refinements include combining technical indicators such as RSI with fundamental measures and avoiding excessive reliance on limit-up counts. No backtest results or evidence of durable returns are reported.

Key ideas

• The screen combines turnover, market capitalization, and profitability filters with recent limit-up activity.
• More than two limit-up days in a ten-day window is used as a recent momentum signal.
• Speculation, manipulation, and post-rally reversals can undermine the signal.
• The example implementation has apparent inconsistencies and is not accompanied by performance validation.

Tags

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