Short-Term A-Share Screen Using Amplitude, Volume Ratio, and Limit-Ups

Summary

This document presents a short-term A-share stock screen combining price amplitude, relative trading volume, and recent limit-up frequency. The stated conditions require amplitude above a threshold, a volume ratio within a specified interval, and more than two limit-up sessions during a recent ten-day window. The article suggests using the screen to find active, recently popular stocks and describes it as a possible basis for short-term trading.

It warns that the rules rely on recent market data, omit company fundamentals, and do not account for the stock’s absolute price; chasing stocks after repeated limit-ups can also expose traders to losses. Suggested refinements include adding financial or technical measures and limiting the role of limit-up activity. The document supplies formula and Python examples, but the examples contain apparent inconsistencies with the prose, including amplitude expressions and lookback handling. It offers no backtest or return evidence, and specifies no exits, sizing, or execution approach.

Key ideas

• The screen combines amplitude, a bounded volume ratio, and repeated limit-up sessions over a recent window.
• The article presents the conditions as a way to find active stocks for short-term trading.
• It cautions that recent price and volume signals do not establish future performance or company quality.
• The author suggests adding financial or technical measures and moderating the limit-up condition.
• The code examples do not clearly match every condition stated in the prose, and no performance evidence is given.

Tags

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