A-Share Screen Using Limit-Ups, Opening Gains, Volatility, and Valuation

Summary

This A-share screening strategy looks for stocks with an amplitude above 1, at least one limit-up day in the prior month, and a gain below 6% at 9:25. Its expanded version also selects the top 50 by circulating market-cap rank and requires a dynamic price-to-earnings ratio below 30. The document describes sorting matches by a heat ranking and gives a historical query example covering 2020 through 2022.

The rationale links the filters to price movement, market attention, and sentiment, while the added size and valuation criteria are meant to refine the candidate set. No performance results are reported, so the example does not establish profitability. The note cautions that the screen relies on past observations, omits broader fundamentals and industry conditions, and does not itself provide risk controls or diversification. It suggests combining market data with fundamental analysis and monitoring conditions over time.

Key ideas

• Screen for recent limit-up activity, opening gains below the stated threshold, and sufficient price amplitude.
• The expanded rules add a circulating market-cap ranking and a valuation ceiling.
• The example sorts qualifying stocks by a heat ranking and retrieves historical records.
• The document reports no performance results and warns that historical market signals omit fundamental and industry factors.

Tags

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