Screening A-Shares for Recent Limit-Ups, Modest Opening Gains, and Moving-Average Clustering

Summary

This document presents an A-share screen based on three conditions: more than two limit-up sessions within ten days, an indicated 9:25 opening gain below 6%, and at least five moving averages converging. The intended rationale is to find stocks with aligned short- and long-term price trends and recent activity, while avoiding stocks that have already opened with a sharp jump. It includes illustrative pseudocode and references moving-average calculations and a limit-up count.

The screen is explicitly limited to price behavior and recent activity; the text notes that it excludes company financial condition and industry outlook. It may also miss stocks that do not meet these exact thresholds. The examples do not clearly implement the stated five-average convergence rule, and the opening-price comparison in the code is not a direct 9:25 quote condition. No backtest, candidate list, or performance results are reported, so the method is best understood as a proposed filter rather than a validated strategy.

Key ideas

• The screen combines recent limit-up frequency, a capped opening gain, and moving-average convergence.
• Its rationale is to capture active stocks with aligned trends while limiting entry after a large opening rise.
• The document warns that fundamentals and industry conditions are not included.
• The sample code does not transparently implement all stated conditions, and no results are provided.

Tags

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