Screening A-Shares by Recent Limit-Ups, Capital Strength, and 龙虎榜 Activity

Summary

This document outlines a short-term A-share screen using capital-strength rankings, stocks appearing on the previous day’s 龙虎榜, and more than two limit-up sessions during the prior ten days. The rationale is that strong capital activity and limit-up frequency may indicate investor attention and active participation. It presents these conditions as a way to identify possible market themes, rather than as a valuation method.

The note offers no backtest, sample, or measured evidence for the screen. It cautions that the criteria are simple and depend heavily on sentiment and recent price action, so they may fail when market conditions weaken. It suggests adding financial, industry, technical, policy, and economic information, but does not specify how to combine those inputs. The example code is incomplete, so the document is most useful as a conceptual screening outline rather than a reproducible strategy.

Key ideas

• The screen ranks candidates by capital strength and requires prior-day 龙虎榜 appearance.
• It also selects stocks with more than two limit-up sessions in the previous ten days.
• The rationale is that these signals may reflect attention and trading activity.
• The document provides no performance evidence and warns of dependence on short-term sentiment.

Tags

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