Chinese Stock Screen for Volatility, Limit-Ups, and Rising Averages

Summary

This Chinese stock-selection screen looks for shares with notable price movement, at least two limit-up events within 500 days, and a rising short-term trend. Its trend condition requires the latest close to be above the 5-, 10-, 20-, 30-, and 60-day simple moving averages. The accompanying Python example loops through listed stocks, retrieves historical daily data, applies a range-based movement filter and a rolling count of large upward gaps, then checks the moving-average conditions.

The article characterizes the filters as broad and focused on recent price strength. It warns that a short-term screen can miss fundamentally strong companies that have recently underperformed, and suggests adding market capitalization and trading volume filters or adapting conditions to market regimes. It provides example logic but no backtest, benchmark, selected-stock list, or evidence of profitability. The prose and code describe the amplitude condition differently, so an implementation should clarify the intended definition and verify data handling, price-limit rules, and signal timing before use.

Key ideas

• The screen combines a price-movement condition with at least two limit-up events over a 500-day lookback.
• It requires the latest close to exceed the 5-, 10-, 20-, 30-, and 60-day moving averages.
• The example implementation scans historical daily data and filters stocks before checking the moving-average trend.
• The method focuses on short-term strength and may exclude fundamentally strong stocks with weak recent price action.
• The article offers no performance evidence and recommends validating the conditions and considering added filters.

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