A-Share Screening with Intraday Range, Limit-Up Pattern, and Beijing Exclusion

Summary

This note describes a Chinese A-share screen combining an intraday amplitude above one, exclusion of ST-designated stocks, selection before 10 a.m., a five-part limit-up method, and exclusion of Beijing-listed shares. Its example translates these ideas into filters: price range relative to the previous close, stock name, time, five-day moving-average strength, and company area. The screen is intended to narrow the universe and reduce exposure to Beijing-specific policy or market movements.

The document gives no performance results or empirical validation. It warns that the additional exclusion may reduce opportunities and that the filters omit fundamental analysis, creating substantial selection risk. The claimed stability benefit is not supported with evidence. The method is therefore a simple screening recipe, and its definitions—especially the five-part limit-up approach—would need clarification and testing before it could support a trading decision.

Key ideas

• The screen combines amplitude, ST status, selection time, a limit-up method, and geographic exclusion.
• Its example checks whether prices remain above a five-day moving average across five observations.
• Excluding Beijing-listed stocks narrows the candidate universe and may reduce selection opportunities.
• The document provides no backtest or evidence that the screen improves returns or stability.

Tags

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