Chinese Stock Screen Using Amplitude, Recent Limit-Ups, and Rising DEA

Summary

This Chinese A-share screening idea combines daily price movement, recent limit-up behavior, and MACD direction. It selects stocks with intraday amplitude above 1%, at least one limit-up day in the preceding 25 days, and a DEA line that is rising. The author interprets larger amplitude as evidence of room for movement, a recent limit-up as a sign of potential outperformance, and rising DEA as a favorable medium-term trend signal.

The document supplies example indicator logic and Python-style selection steps, but does not report a backtest or measured returns. It cautions that DEA behavior can be sensitive to market conditions and that indicator periods require appropriate choices. It suggests adding price-pattern or moving-average signals, while also emphasizing that overly short or long DEA periods can respectively increase noise or smooth away useful changes. These conditions define a screening hypothesis; they do not establish future performance or account for trading costs and risk.

Key ideas

• The screen requires amplitude above 1%, a limit-up day within the prior 25 days, and a rising DEA line.
• The DEA condition is derived from MACD and is used as a medium-term trend filter.
• The author views recent limit-up activity as a possible sign of excess performance potential.
• The post gives sample implementation logic but no reported backtest results.
• DEA period choices and changing market conditions can affect the screen's behavior.

Tags

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