A-Share Screening with Recent and Historical Limit-Up Activity

Summary

This A-share screening idea combines daily amplitude greater than one with a limit-up event in the past month and a limit-up event during 2021. The article describes these conditions as a way to find stocks with recent price strength and a record of sharp gains. Its proposed refinement adds a prior-year limit-up condition and a position in a 50-day rising channel, aiming to combine recent activity with a trend filter.

The article explains amplitude using the day’s high and low relative to the previous close, and sketches how historical limit-up counts and a channel measure could be used in a screen. It provides indicator and Python examples, but does not report a backtest, performance statistics, or precise operational definitions for every condition. It also cautions that past limit-up behavior cannot establish future returns and that the screen omits fundamentals and market conditions. The strategy is therefore a screening concept, not evidence of a profitable trading system.

Key ideas

• The initial screen requires amplitude above one and limit-up activity within the past month and during 2021.
• The suggested refinement adds prior-year limit-up history and a 50-day rising-channel filter.
• The article describes amplitude relative to the previous close and sketches historical limit-up and channel calculations.
• Past limit-up performance does not ensure future gains, and the screen omits fundamental and market factors.
• No backtest results or performance evidence are provided.

Tags

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