Chinese Stock Screen Combining Amplitude, Recent Limit-Up, and Weekly Trend

Summary

This Chinese-language post proposes placing a stock in a candidate pool when its amplitude exceeds 1%, it recorded at least one limit-up day in the prior 25 days, and the weekly five-period moving average crosses above the ten-period average. The stated rationale is to combine elevated price movement, evidence of recent buying interest, and a bullish moving-average crossover. The article includes formula and Python examples, though the displayed Python conditions do not clearly implement the stated 25-day lookback or weekly averages, so the code and rule description may not align.

The author notes that the rule relies on historical price behavior, omits company fundamentals and seasonal effects, and may react late because moving-average crossovers lag. Suggested extensions include valuation and profitability measures, other technical indicators, and explicit entry, exit, and stop rules. The document provides no backtest or evidence that the screen predicts returns. Limit-up mechanics and thresholds can vary across stocks and market rules, so implementation should account for the applicable market and verify the conditions carefully.

Key ideas

• The proposed screen combines amplitude above 1%, a limit-up event within the prior 25 days, and a weekly bullish moving-average crossover.
• The conditions are intended to represent volatility, recent buying interest, and a strengthening trend.
• The post acknowledges that price-only rules omit fundamentals and can be vulnerable to changing market conditions.
• Moving-average crossovers can lag and may cause delayed signals.
• The code examples may not match the stated lookback and weekly conditions, and the post reports no performance tests.

Tags

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