A-Share Screening for Volatility, Recent Limit-Up Moves, and Fund Flow

Summary

This document presents a Chinese A-share stock screen combining daily amplitude above 1%, a recent limit-up event, and a fund-strength condition. Its stated rationale is that larger price swings may offer upside potential, a limit-up day may signal relative strength, and fund-flow measures can indicate growing market interest. It describes a candidate pool rather than a complete entry, exit, or portfolio-management system.

The post includes indicator and Python examples, but their details do not fully match the prose: the description refers to a 25-day lookback while examples use an 18-day window, and the fund-strength comparisons and ranking language are not consistently clear. No performance results or validation are provided. The author notes that technical screening omits fundamentals and that fund-flow measures may lag, and suggests adding fundamental, industry, valuation, or other technical factors. The rules should therefore be treated as an illustrative filter whose definitions and implementation need checking.

Key ideas

• The screen requires daily amplitude above 1% and at least one recent limit-up event.
• It adds a fund-strength condition intended to represent market interest in a stock.
• The written lookback period and the example code's window differ.
• The post gives no evidence of historical or live performance.
• The author identifies delayed flow measures and missing fundamental analysis as limitations.

Tags

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