Chinese A-Share Strategy for Trading After Two Consecutive Limit-Ups

Summary

The document outlines a Chinese stock screening and trading strategy that targets shares which closed at the daily limit-up on each of the previous two days. Candidates must trade above their five-day moving average, have a price-to-earnings ratio of roughly 5 to 30, and show quarterly profit growth above 10%. It excludes special-treatment stocks, Beijing and STAR Market listings, shares listed for fewer than 270 days, and stocks priced at 30 yuan or more. Remaining candidates are ranked by trading volume.

The stated rules call for buying at the open and selling at the close, while avoiding trades in limit-up stocks. The example specifies starting capital of 1 million yuan, up to five holdings, and a three-day holding period. The page identifies itself as an illustrative strategy for AIStudio 3.0 and provides no backtest results, performance data, or detailed execution rules. The short-term limit-up setup may be sensitive to price limits, opening liquidity, slippage, and the precise handling of the three-day holding period.

Key ideas

• The screen looks for stocks that reached the daily limit-up on each of the prior two sessions.
• Candidates must be above their five-day moving average and meet stated valuation and profit-growth filters.
• The strategy excludes several listing categories and stocks with short listing histories or higher share prices.
• Eligible stocks are ranked by trading volume, with entry at the open and exit at the close.
• The page describes an example configuration but provides no backtest evidence.

Tags

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