A-Share Screen for Three-Day Limit-Up Streaks and Capital-Flow Strength

Summary

This post outlines a Chinese stock screen using amplitude above 1, a three-session limit-up streak as of the previous day, and a capital-strength indicator. It describes filtering for the price and streak conditions, then sorting candidates by capital strength. The formula refers to a custom indicator, and the Python example proposes a proxy based on turnover, volume, and close; it also includes a separate ranking by trading amount. These elements do not establish that the proxy matches the platform-specific indicator.

The post argues that greater amplitude can indicate active trading, consecutive limit-ups can signal market attention, and capital-flow measures may help describe fund movements. It provides no backtest or return evidence for the combined screen. It cautions that the method omits fundamentals, capital-strength measures can produce false signals, and chasing recent winners may increase risk. Suggested improvements include adding technical and fundamental filters, sector context, and broader data analysis. The strategy's claims therefore remain hypotheses to test, and the provided implementation leaves measurement details unclear.

Key ideas

• The screen combines amplitude above 1 with a three-day limit-up streak through the previous session and a capital-strength condition.
• The post proposes sorting candidates by capital strength, while its Python example also ranks by trading amount.
• The platform indicator and the suggested Python proxy may not measure capital strength in the same way.
• The post provides no performance evidence and warns about false signals, omitted fundamentals, and chasing price gains.

Tags

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