Chinese Equity Screen for Recent Limit Ups and a Rising 30-Day Average

Summary

This Chinese equity screening idea selects stocks with daily amplitude above 1%, at least one limit-up event in the prior 25 days, and a rising 30-day moving average. The post interprets the amplitude as a sign of volatility, a recent limit-up as evidence of strong market attention, and the moving average as an uptrend filter. It includes example formula and Python code, but those implementations appear inconsistent with the stated rule: the Python example uses weekly data, tests different conditions, and does not clearly enforce the prior-25-day limit-up requirement as described.

The document provides no backtest, trade outcomes, or evidence that the proposed signals predict future gains. It acknowledges that weak company fundamentals or a poor overall market can undermine results, and that a restrictive screen may omit candidates. It suggests adding volume, turnover, other technical indicators, and fundamental analysis, but supplies no tested method for doing so.

Key ideas

• The stated screen combines amplitude above 1%, a limit-up event in the prior 25 days, and a rising 30-day moving average.
• The post interprets these filters as volatility, market interest, and trend signals.
• The sample implementations do not clearly match the written conditions and use different data assumptions.
• No performance evidence is supplied, and the post identifies market conditions and company fundamentals as risks.

Tags

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