Screening Stocks by Moving-Average Trend, Limit-Ups, and Fund Flow

Summary

This document outlines a Chinese equity screen that ranks by a capital-strength measure, such as turnover or volume ratio, and selects stocks with more than two limit-up sessions in ten days and a 20-day moving average above the 120-day average. The conditions combine trading activity, recent sharp gains, and a shorter-term trend filter.

The accompanying discussion treats active trading and repeated limit-ups as signs of market attention, while recognizing that short-term strength can reverse and does not establish a lasting trend. It recommends considering company size, industry, profitability, and other indicators. The post gives no backtest, return figures, or precise definition of its capital-strength ranking, and its final rule text is truncated, so it should be treated as a screening idea rather than evidence of a profitable strategy.

Key ideas

• The screen ranks stocks by a capital-strength proxy such as turnover or volume ratio.
• It requires more than two limit-up sessions within ten days.
• A 20-day moving average above the 120-day average serves as a trend filter.
• The document warns that repeated limit-ups and short-term moving-average strength can precede reversals.
• No performance evidence or exact capital-strength formula is supplied.

Tags

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