Screening for Rising Stock Lows and Repeated Limit-Up Moves
Summary
This Chinese stock-selection proposal screens for price amplitude above 1, rising lows, and at least two limit-up events within a 500-day window. It frames these price and volume features as a way to find stocks with potential momentum or sector interest. The document includes example formula and Python snippets, then proposes adding fundamental conditions and favoring industries or sectors considered active.
The discussion warns that a screen based on historical observations and a particular time window can overlook broad market conditions, sharp declines, or policy changes. It recommends incorporating fundamentals, sector trends, and wider market context, but supplies no backtest, performance statistics, or precise operational definitions for some conditions. The examples also leave aspects of their calculations unclear, so the stated rules are best treated as a rough screening concept rather than an established strategy.
Key ideas
- The proposed screen requires price amplitude above 1 and rising lows.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.