Screening Chinese Stocks for Three-Day Limit-Up Runs and Price Range

Summary

This post presents a Chinese equity screening idea that combines a price-amplitude threshold, a prior three-session limit-up sequence, and a code prefix associated with Shanghai-listed stocks. It then raises the amplitude threshold and outlines a Python example that queries symbols and daily bars, filters for price movement and repeated closes, and sorts selected observations by trading amount.

The author warns that filtering by code prefix can exclude candidates, the rules emphasize short-term price action while ignoring longer-term trends and fundamentals, and the setup is narrow. Suggested refinements include adding price-change or volume-ratio conditions, distinguishing subindustries, and adapting rules to market regimes. The post provides no performance results or validation. Its example’s definitions of amplitude and consecutive limit-up behavior may not faithfully implement the stated selection logic, so the rules would need careful data and condition checks before research or use.

Key ideas

• The screen combines price amplitude, a recent three-session limit-up streak, and a Shanghai stock-code prefix.
• The post suggests adding other indicators and adjusting the rules to market conditions.
• The author cautions that short-term signals and a code filter can omit useful candidates.
• The example code does not establish backtested performance and may not match the stated conditions precisely.

Tags

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