A-Share Screen for Volatility, Recent Limit-Ups, and Indicator Crossovers

Summary

This proposed stock screen builds a candidate pool from shares whose daily high-low range exceeds one percent, that recorded at least one limit-up event in the prior 25 days, and that show three technical indicators crossing upward together. Examples named include MACD, KDJ, and RSI. The article supplies sample formulas and Python-style logic to illustrate how the conditions might be combined.

The rationale is that larger daily ranges may accompany larger moves, recent limit-ups may signal market interest, and simultaneous crossovers may indicate bullish momentum. These explanations are hypotheses, not evidence: the document reports no backtest or measured returns. It acknowledges false crossover signals, adverse market conditions, and the lack of fundamental analysis, and suggests adding financial measures and portfolio risk controls. The examples do not establish precise, validated signal definitions or a complete trading system, so the screen needs careful implementation and testing before use.

Key ideas

• The proposed screen combines a daily range threshold with a recent limit-up condition.
• It also requires three technical indicators to cross upward together.
• The article cites MACD, KDJ, and RSI as possible indicators for the combined signal.
• The stated rationale links range, limit-up events, and crossovers with volatility, attention, and bullish sentiment.
• The screen has no reported performance evidence and omits fundamental analysis and detailed portfolio rules.

Tags

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