A-Share Screen Using Daily Range, Recent Limit-Ups, and Weekly Candles

Summary

This A-share stock screen selects shares with a daily high-low range above 1%, at least one limit-up day in the previous 25 sessions, and a bullish weekly candlestick. The note frames the range condition as a marker of volatility, recent limit-ups as evidence of market interest, and a red weekly candle as a possible sign of an upward trend. Example formulas and Python code illustrate the conditions, with the code also containing a low-price-near-30-day-minimum filter.

The document cautions that historical patterns may not predict future returns, that a bullish weekly candle alone may not identify a strong stock, and that added technical and fundamental review may be useful. It provides no backtest or performance evidence. There is also an implementation mismatch: the prose lists three screening conditions, while the Python example adds a fourth low-price filter and appears to combine weekly conditions with daily rows. The screen is presented as a watchlist idea, not a validated trading system.

Key ideas

• The stated screen requires a daily range above 1%, a limit-up within the prior 25 sessions, and a bullish weekly candle.
• The document interprets these filters as volatility, recent market interest, and a possible upward trend.
• The Python example adds a low-price-near-recent-low condition beyond the prose description.
• The author warns that historical signals and weekly candle color do not ensure future strength.
• No backtest or quantified performance evidence is supplied.

Tags

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