Short-Term A-Share Screen for Recent Limit-Up Activity

Summary

This proposed A-share screen targets short-term trading by selecting stocks with a stated price condition, daily amplitude above a threshold, and more than two limit-up days within the prior ten days. The document interprets repeated limit-ups as a sign of recent speculative interest and describes the approach as aimed at short-term trading. It also recommends ranking candidates by stock popularity. The method is a set of screening conditions rather than a complete entry, exit, or position-sizing plan.

The examples are internally inconsistent: the heading gives a price of 18, while the prose and formula specify 18.5. The Python reference also does not faithfully implement the screen, using checks that differ from the stated amplitude and price conditions. No backtest, return series, or evidence that the screen predicts continued gains is presented. The document notes that the approach ignores company and industry fundamentals and may be exposed to sentiment-driven volatility; it suggests adding broader market and company factors.

Key ideas

• The screen combines daily price amplitude, a specified share price, and more than two limit-up days in a ten-day window.
• The document frames recent limit-up activity as a proxy for short-term speculative attention.
• The heading and body disagree on the specified share price.
• The Python example does not consistently implement the written conditions.
• No performance evidence is supplied, and the text highlights sentiment and volatility risks.

Tags

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