Three Limit-Up Moves and Turnover Screen

Article SuperMind

Summary

This document describes a Chinese stock screen using price amplitude, a recent three-session sequence of rising closes described as three consecutive limit-up moves, and a prior-day actual turnover range. The rationale is that large price movement and consecutive strong sessions may indicate activity and investor interest, while turnover is used to constrain how actively shares are changing hands. The article also proposes adding company quality and valuation checks, plus other technical indicators, to make the selection process broader.

The accompanying formula and Python example illustrate filtering and ranking candidates, but the code’s conditions do not fully establish the stated three limit-up sessions or clearly implement the described timing and turnover definition. No backtest, returns, or trade-level evidence is included. The author cautions that the method is highly exposed to shifts in capital flows and market sentiment, and that it omits fundamentals and industry context. Its signals should therefore be treated as a screen for further review rather than a validated strategy.

Key ideas

The proposed screen combines high amplitude, a recent three-session winning sequence, and a prior-day turnover band.
The rationale treats consecutive strong sessions and turnover as signs of market activity and interest.
The examples do not clearly implement every stated timing and limit-up condition.
No backtest or performance evidence is presented.
The article recommends adding fundamental, industry, and further technical analysis.

Screening for Three Consecutive Limit-Up Moves and Active Turnover

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