Chinese Stock Screen Using Amplitude, Limit-Ups, and a Weekly Moving Average

Summary

This Chinese-language article outlines a technical stock screen combining daily price amplitude, repeated limit-up moves over a rolling lookback, and a weekly close crossing a 30-week moving average. It gives indicator-style formulas and a Python example for checking candidate stocks, followed by a suggested ranking based on amplitude and limit-up counts. The intended use is short-term stock selection, with an explicit suggestion to add financial or industry information and manage exposure carefully.

The article does not provide a backtest, performance record, or evidence that the signals predict returns. Its examples are not fully consistent: the written conditions, formula notation, and Python implementation differ in how they measure amplitude and limit-up frequency, and the weekly moving-average field is assumed to exist. The screen also emphasizes technical factors and may omit fundamental or market-regime information. It should therefore be treated as an illustrative screening idea that requires data and logic validation before evaluation.

Key ideas

• The screen combines daily amplitude, multiple limit-up events, and a weekly close crossing a 30-week moving average.
• The article provides formula and Python examples, but their calculations do not align consistently.
• It suggests ranking candidates by amplitude and limit-up frequency and adding fundamental filters.
• No backtest or performance evidence is supplied, and the author highlights exposure and selection risks.

Tags

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