Chinese Stock Screen for Repeated Limit-Up Moves

Summary

This Chinese stock-selection strategy screens for shares with daily price amplitude above one percent, at least a year of listing history, non-ST status, and five or more limit-up moves within a five-session window. Its rationale is that price activity may identify active stocks, listing history filters out newer listings, and repeated limit-ups may indicate concentrated buying interest. The article also offers sample formulas and Python-style implementation guidance.

The method is a momentum-oriented screen rather than a complete trading system: it does not specify entry timing, exits, position sizing, or portfolio risk controls. The document warns that selected companies may still face adverse news or financial problems and that chasing sharp advances can expose traders to pullbacks. It suggests adding technical, valuation, volatility, and turnover measures, but gives no backtest results or evidence that the screen is profitable. The listed criteria and code also need careful checking before use, since the written description and sample implementation may not apply all conditions consistently.

Key ideas

• The screen combines price amplitude, listing age, non-ST status, and repeated limit-up moves.
• The limit-up count is intended to capture strong buying activity over a short period.
• The article provides formula and code examples but does not report backtest performance.
• Rapidly rising stocks may reverse, and company-specific risks can undermine the screen.
• Additional valuation, technical, volatility, and turnover filters are proposed as possible refinements.

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