Chinese Stock Momentum Screen Using Limit-Ups and Consecutive Gains

Summary

This Chinese A-share screening idea combines a daily range filter, a recent limit-up event, and a consecutive limit-up pattern. It selects stocks whose intraday high-low range exceeds a stated threshold, that recorded at least one limit-up day during the previous 25 sessions, and whose prior close is described as completing a three-day limit-up streak. The proposed list is a candidate pool rather than a fully specified portfolio or trade system.

The article frames the pattern as a way to find volatile, recently strong stocks attracting market attention, and provides example indicator and Python implementations. It also cautions that historical patterns may not predict future returns, sharp advances can reverse, and trading costs and risk controls matter. The provided code and prose appear to have inconsistencies in how the consecutive limit-up condition is expressed, so the exact signal should be checked against market rules and price data before use. No backtest results or realized performance evidence are reported.

Key ideas

• The screen requires a daily price range above a threshold and at least one limit-up event in the prior 25 sessions.
• It also seeks a recent three-session limit-up streak as a short-term momentum signal.
• The output is a watchlist or candidate pool, not a complete entry, sizing, and exit plan.
• The article warns of reversal risk and notes the importance of risk controls and trading costs.
• Its sample condition logic is not fully consistent, and no performance evidence is provided.

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