Chinese Equity Screen for Volatility, Limit-Ups, and Trend Alignment

Summary

This stock-selection screen combines three technical conditions: daily amplitude above 1%, at least two limit-up events within a 500-day window, and a rising-trend setup. The trend condition requires the close to be at or above its 20-day moving average, with the listed 10-, 50-, and 250-day DMA measures ordered from shorter to longer. Formula examples and a Python-style reference outline how to screen historical stock data for candidates.

The post characterizes the screen as a way to find volatile shares with prior sharp gains and an emerging advance, but provides no backtest results or evidence that the criteria predict future returns. It explicitly notes that the approach emphasizes technical factors and suggests considering fundamentals and market sentiment as additional filters. The examples also differ in how they express amplitude, so implementation details should be checked against the intended definition, data availability, and exchange-specific limit-up rules before use.

Key ideas

• The screen combines an amplitude threshold, repeated limit-up events, and an aligned moving-average trend condition.
• The limit-up rule looks for at least two qualifying events within a 500-day period.
• The post offers formula and code references but reports no performance results.
• The author notes that the technical screen omits fundamental analysis and market sentiment.
• The amplitude calculation differs between examples and should be reconciled before implementation.

Tags

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