Chinese Stock Screening with Amplitude, Rising Averages, and Limit-Up Signals

Summary

This stock-screening proposal combines daily price amplitude above 1, upward divergence in moving averages, exclusion of special-treatment stocks, and a limit-up-related condition. It aims to find volatile shares with rising price action and liquidity. The page includes formula references and a Python sketch, but the implementations do not consistently match the written criteria: for example, the Python sample adds a positive, sub-one price-to-book filter that is not part of the stated final logic, while its limit-up check is unclear.

The author identifies short-term speculation as a risk for amplitude and limit-up signals, and notes possible missing or incorrect classification data for special-treatment status. Suggested refinements include adding capital-flow or support-level measures and adjusting conditions to market and stock context. No backtest, performance figures, or validation methodology is supplied, so the screen should be treated as an illustrative rule set rather than an established strategy.

Key ideas

• The proposed screen combines amplitude above 1, rising moving-average structure, non-ST status, and a limit-up-related condition.
• The page offers formula and Python examples, but some implementation details diverge from the stated screen.
• High amplitude and limit-up behavior may reflect short-term speculation and increase exposure to sharp price moves.
• The author suggests adding other signals and adapting filters to market conditions, but presents no validation results.

Tags

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