Chinese A-Share Screening with Amplitude, Limit-Up Streaks, and CCI

Summary

The post proposes a stock screen combining daily price amplitude, a recent three-session limit-up streak, and a nonempty outstanding convertible-bond name field. It interprets amplitude as a sign of active trading and the limit-up sequence as evidence of buying interest, while treating convertible-bond status as an additional filter. An improved version adds CCI above 100, and the post includes example formula and Python references for implementing the conditions.

The author acknowledges that a screen based on a few conditions can miss relevant information, perform poorly when the broader market is unclear, and exclude otherwise attractive stocks. Suggested refinements include combining other technical indicators, considering market direction, and evaluating additional company value characteristics. The material gives a proposed rationale and implementation sketch, but reports no backtest, returns, or evidence that the conditions predict future performance. Its sample code and data fields may also require adaptation to the platform and market universe being used.

Key ideas

• The screen combines price amplitude, a recent limit-up streak, convertible-bond metadata, and a CCI threshold.
• The post interprets high amplitude and consecutive limit-up sessions as signs of activity and buying interest.
• The author warns that a narrow set of screening conditions can overlook other important factors.
• Market direction and additional technical or value measures are suggested as possible refinements.
• No performance test is provided to validate the proposed selection rules.

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