Screening A-Shares for Recent Limit-Ups and Rising Moving Averages

Summary

This stock-selection screen looks for A-shares with daily amplitude above one percent, at least one limit-up event within the recent 21 trading days, and a 30-day average close above the 60-day average. The reference formula also filters for listed shares with circulating market capitalization of at least two billion, while the accompanying Python example retrieves daily bars and applies similar conditions. The stated rationale is to combine price movement, recent market attention, and a rising trend when identifying candidates.

The article warns that simple historical conditions may overfit, may miss broader market or policy influences, and may produce stocks disconnected from current themes. It suggests combining the screen with other technical measures, fundamental analysis, and capital-flow information, but supplies no tested implementation or evidence that these additions improve results. There are also differences in how the conditions are expressed: the moving-average comparison is between the 30-day and 60-day averages, and the code's recent-limit-up test is based on positive returns rather than an explicit limit-up threshold. No portfolio rules, transaction costs, or backtest results are given.

Key ideas

• The screen combines daily amplitude, a recent limit-up event, and a rising moving-average relationship.
• The reference formula includes a circulating-market-capitalization floor and listed A-share filters.
• The article identifies overfitting and reliance on a small set of indicators as risks.
• No performance results or complete portfolio and execution rules are provided.

Tags

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