Chinese Stock Screen Using Limit-Ups, Amplitude, and Trend Filters

Summary

This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market conditions, and stop-loss controls. The stated rationale is to find stocks with prior strong moves that may continue rising, but the article offers no backtest results or measured performance to support that premise.

The rules are not fully consistent across the article: the heading and initial description call for more than two limit-up days in ten days, while the revised logic specifies at least two. The formula and Python examples also differ in their lookback periods and conditions, so they should not be treated as an exact translation of one another. The author cautions that historical limit-up behavior may not persist, volatility can be high, and the date filter may narrow the selection. The examples are references, not a validated implementation or evidence of profitability.

Key ideas

• The screen combines price amplitude, limit-up activity, and a restriction tied to events before 2021.
• The article gives formula and Python examples, but their conditions do not match exactly.
• Its revised rule changes the limit-up threshold from more than two events to at least two.
• The author identifies high volatility, reliance on historical patterns, and a narrow selection set as risks.
• Suggested additions include fundamental and market context analysis and stop-loss controls.

Tags

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