Chinese Stock Screen Combining Price Range, Limit-Ups, and Moving Averages

Summary

This Chinese-equity screening rule combines three conditions: daily amplitude above 1, at least two limit-up events during the prior 500 days, and a moving-average alignment condition involving five averages. The article presents the combination as a way to find stocks with evidence of past upward moves and some price stability. It includes formula sketches and sample code, although the stated rule and code do not clearly define the same moving-average test: the text refers to five averages coinciding, while the formula checks price relative to averages.

Key ideas

• The screen requires amplitude above 1 and at least two limit-up events over 500 days.
• It also uses a condition involving five moving averages, though the exact meaning of their alignment is unclear.
• The article interprets the criteria as combining historical upside activity with price stability.
• Technical-only screening can omit fundamental and macroeconomic influences.
• The document provides formulas and code examples but no measured results or backtest evidence.

Tags

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