Screening for Rising Lows and Repeated Limit-Up Moves

Summary

This Chinese stock screen combines daily amplitude above 1%, at least two limit-up moves during the prior 500 trading days, and a rising-bottom pattern. The post describes the combination as a way to find volatile stocks with prior sharp advances and a potential rebound after a prolonged adjustment. It outlines a method for identifying rising lows and gives formula and Python examples for measuring amplitude and counting limit-up events.

The document offers a technical screening recipe, not a tested trading system: it supplies no backtest, returns, or rules for entries, exits, and position sizing. It cautions that the approach relies heavily on technical readings and market changes, and that data collection or calculations may be inaccurate. The post recommends supplementing the screen with fundamental analysis and additional indicators. The examples are presented as references that may need adjustment, and the material does not establish that the selected stocks are undervalued or likely to rebound.

Key ideas

• The screen combines amplitude above 1%, at least two limit-up events in 500 trading days, and rising lows.
• The post interprets the pattern as a possible rebound screen, but supplies no evidence of predictive performance.
• It provides formula and Python examples for measuring the conditions.
• The approach omits explicit trade management and may be affected by data or calculation errors.
• The author suggests adding fundamental analysis and other indicators.

Tags

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