Chinese Stock Screen for Wide Ranges, Past Limit-Ups, and Moving-Average Crosses

Summary

This Supermind screening proposal selects Chinese stocks with daily amplitude above 1%, at least two limit-up events within 500 days, and three moving-average conditions involving the 5-, 10-, and 20-day averages. The written rule requires the shorter averages to be above the longer ones and specifies crosses between the 5- and 10-day averages and between the 10- and 20-day averages. It also suggests sorting candidates using a score based on amplitude, limit-up count, and technical crosses. Example formulas and Python-like code are included, though their implementations do not clearly match every stated condition.

The post characterizes the filters as signs of volatility and upward technical momentum, but provides no backtest, selected-stock results, or evidence of predictive value. It acknowledges that technical screening omits company fundamentals and macroeconomic conditions, and that strategy performance depends on the market environment. It suggests incorporating financial measures and further indicators, while leaving their thresholds and validation unspecified. The screen is therefore a hypothesis to test, with careful attention to formula consistency and survivorship or look-ahead effects.

Key ideas

• The proposed screen combines amplitude above 1% with at least two limit-up events over 500 days.
• It requires specified ordering and crossover conditions among the 5-, 10-, and 20-day moving averages.
• A suggested ranking score combines amplitude, limit-up frequency, and technical signals.
• The post warns that technical filters omit fundamentals and macroeconomic influences.
• No performance evidence is supplied, and the examples do not clearly implement every stated rule.

Tags

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