Chinese Stock Screening with Moving-Average Crossovers and Limit-Up Activity

Summary

The article describes a Chinese equity screening idea that combines daily price amplitude, simultaneous moving-average golden crosses, and more than two limit-up sessions within a ten-day window. It explains these filters as measures of volatility, trend direction, and recent market strength. The example formulas use three moving averages and count recent limit-up days; an accompanying Python example also adds a longer-term moving-average comparison and a market-cap threshold before ranking candidates by traded value.

The article cautions that screening heavily for short-term performance can overlook fundamentals and long-term prospects. It recommends evaluating financial measures and industry outlook alongside the technical conditions. The material is a strategy sketch with reference formulas and code, not a documented backtest: it gives no performance, transaction-cost, survivorship-bias, or risk analysis. Its code and stated screening logic also differ in some implementation details, so the examples should be checked carefully before use.

Key ideas

• The proposed screen combines price amplitude, moving-average crossovers, and recent limit-up frequency.
• The examples use three moving averages and count limit-up days over a ten-day lookback.
• The Python reference adds a longer-term moving-average filter and a market-cap condition.
• The article warns that short-term technical filters can neglect fundamentals and long-term prospects.
• No backtest results or transaction-cost analysis are provided.

Tags

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