A-Share Stock Selection by Recent Limit-Up Activity and Range

Summary

This note describes a Chinese A-share screen that combines daily price range with recent and longer-term limit-up frequency. It selects stocks with a range above the stated threshold, more than two limit-up days within ten days, and at least two limit-up days over five hundred days. The rationale is that larger price swings may create trading opportunities, recent limit-ups indicate attention, and repeated historical limit-ups suggest past strength.

The article also sketches possible refinements: add fundamental and technical measures, review company finances and valuation, adjust the thresholds, use stop-loss rules, and periodically reassess performance. It provides example formula and Python implementations, but these are illustrative rather than validated evidence. The author cautions that the conditions are simple, may admit low-quality stocks, omit important risks and capital-flow influences, and rely on historical data that cannot ensure future returns. The document gives no backtest results for the screen.

Key ideas

• The screen combines price range with limit-up counts over ten-day and five-hundred-day windows.
• Recent limit-up frequency is treated as a proxy for stock attention, while longer history reflects prior strength.
• The article recommends adding company fundamentals and other technical measures to the selection process.
• Stop-loss rules and periodic strategy review are suggested as risk controls.
• The formula and Python examples are references, and the article provides no performance validation.

Tags

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