Chinese Stock Screen Using Volatility, Limit-Up History, and Main-Force Buying

Summary

This daily stock screen selects shares with an amplitude above 1, at least two limit-up events within 500 days, and evidence of main-force control on the prior day. The accompanying formula describes that control using main buying greater than main selling and net main-force inflow relative to closing price above 0.005. The post interprets the amplitude and limit-up history as signs of short-term strength, while the flow condition is intended to identify buying pressure.

The post includes sample screening code but reports no backtest or investment results. It cautions that the main-force data may be inaccurate and that a screen based only on technical conditions can overlook financially strong companies. It suggests adding financial metrics or other technical indicators, with no evidence that these changes improve performance. Its criteria are heuristics, and their usefulness may depend on data quality and market conditions.

Key ideas

• The screen combines an amplitude threshold, repeated limit-up events over 500 days, and prior-day main-force buying conditions.
• The flow condition compares main buying with selling and scales net inflow by closing price.
• The post treats these measures as indicators of short-term strength but provides no performance validation.
• It warns that main-force data may be inaccurate and that technical-only screening can omit fundamentally strong stocks.
• Adding financial or technical measures is suggested, but no tested improvement is shown.

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