Chinese Equity Screen for Volatility, Limit-Ups, and Long-Term Trend

Summary

This Chinese equity screen selects stocks whose daily amplitude exceeds 1%, that have recorded at least two limit-up moves during the prior 500 days, and whose previous closing price is above its 250-day moving average. The described features aim to capture price fluctuation, recent market attention, and a longer-term upward trend. The article includes indicator formulas and a sample data-selection script, though the code’s use of daily tick data and rolling windows would require checking against the intended lookback and data coverage.

The author warns that the screen relies heavily on price behavior and does not adequately assess company fundamentals or valuation. The article recommends combining technical conditions with business, industry, and capital-flow information, and matching exposure to the investor’s risk tolerance. It offers no backtest results, benchmark, or performance evidence, so the proposed thresholds and claimed potential should be treated as unvalidated screening rules rather than an established strategy.

Key ideas

• The screen requires amplitude above 1%, at least two limit-up moves in 500 days, and a previous close above the 250-day average.
• The conditions target volatility, price momentum, and a longer-term trend.
• The article provides formulas and sample code but no performance or robustness results.
• The screen omits fundamental and valuation analysis and needs broader risk assessment.

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