A-Share Screening with Volatility, Three Consecutive Limit-Ups, and a Weekly MA Cross

Summary

This A-share screening idea combines three conditions: daily amplitude above one, a three-day limit-up streak ending the previous day, and the weekly price crossing above its 30-week moving average. The post frames the conditions as a way to find volatile stocks showing possible upward momentum. It also suggests prioritizing firms with rising profits and more stable share prices when refining the screen.

The article flags several limitations: price volatility can cause losses across repeated trades, the rules omit company fundamentals, and even selected shares may fall during a broad market decline. It recommends adding fundamental and technical filters and checking whether a candidate’s trend fits current market conditions. Formula and Python examples are included, but their expressions do not consistently match the stated criteria, and the post provides no backtest, performance results, or evidence that the screen predicts future returns.

Key ideas

• The screen combines amplitude, a prior three-day limit-up streak, and a weekly moving-average crossover.
• The post proposes adding profitability and price-stability filters to the selection process.
• It warns that the rules omit fundamentals and remain exposed to broad market declines.
• The examples do not consistently implement the written screening conditions.

Tags

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