A-Share Screening with Volatility, Recent Limit-Ups, and a Rounding Pattern
Summary
This document describes a Chinese A-share screening rule that combines daily price range, a recent limit-up event, and a rounding-shaped price pattern. Stocks enter a candidate pool when their high-low range exceeds 1%, they recorded at least one limit-up in the preceding 25 days, and the latest prices meet the stated candlestick conditions intended to identify a rounded recovery. It includes example formulas for a screening platform and Python, with the Python version calculating the rolling limit-up condition and sorting qualifying rows by closing price.
The rationale is that larger ranges may indicate greater movement, a recent limit-up may reflect market interest, and a rounded recovery may precede a rebound. These are hypotheses rather than demonstrated effects: the document provides no backtest, performance figures, or validation. It acknowledges that the pattern is subjective and historical signals may not predict future returns. It suggests adding fundamental and technical filters, but gives no tested optimization or portfolio risk rules.
Key ideas
- The screen requires a daily high-low range above 1%.
- It looks for at least one limit-up event during the preceding 25 days.
- A set of recent open, high, low, and close relationships is used to represent a rounding pattern.
- The proposed rationale is rebound potential, but the document provides no performance evidence.
- Pattern interpretation and reliance on historical data are stated limitations.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.