Chinese Stock Screening with Limit-Up Frequency and Three Indicator Crossovers

Summary

This Chinese equity screen combines recent limit-up activity, trading volume relative to the stock’s usual level, and simultaneous bullish crossovers in MACD, KDJ, and RSI. It selects stocks with more than two limit-up sessions in the previous ten days and ranks candidates by volume ratio, retaining the top 100. The article frames the volume measure as a proxy for market attention and the aligned crossovers as confirmation of rising short-term trend and strength.

The post flags several limitations: volume ratios can be driven by sentiment and coincide with high volatility, while technical crossovers can produce false signals. The limit-up count is a subjective filter that may exclude other strong performers. It suggests adding turnover, trading volume, industry context, and company results, and refining crossover conditions. These are proposed extensions rather than tested improvements. The document provides no backtest, execution rules, or evidence that the screen is profitable, so it should be read as a screening idea rather than a validated trading strategy.

Key ideas

• The screen requires more than two limit-up sessions during the prior ten days.
• It ranks candidates by volume ratio and keeps the top 100 stocks.
• MACD, KDJ, and RSI bullish crossovers must occur together to signal a potential entry.
• The post warns that volume spikes and crossover signals can be unreliable.
• It proposes adding turnover, volume, industry, and company data without reporting tests of those additions.

Tags

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