A-Share Screen for Three-Day Limit-Up Stocks, Range, and Turnover

Summary

This A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and recent market attention. The article includes formula and Python examples intended to illustrate how to apply those filters.

The rationale is that a run of limit-ups may identify actively watched stocks, while range and turnover may indicate substantial price movement and share activity. The note provides no historical test, sample results, or evidence of profitability. It warns that popularity can fade quickly, exceptional intraday moves can distort signals, and recent sharp gains may be vulnerable to reversals. It suggests checking fundamentals and considering other measures of market interest, but leaves the exact definitions and implementation details to the user; the sample turnover calculation is presented as a volume ratio and may not match actual turnover.

Key ideas

• The screen combines a price-range threshold, prior-day turnover bounds, and a run of limit-up sessions.
• The strategy targets stocks with recent price strength and high market attention.
• The code examples are illustrative and do not report backtest results.
• The article warns that market interest can reverse quickly and that unusual price moves can distort the screen.

Tags

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