Stock Screening with Institutional Accumulation, Company Quality, and Prior Limit-Ups

Summary

This post proposes screening Chinese stocks using three conditions: today’s added-position share above 5%, company characteristics judged favorable, and at least two limit-up sessions during the prior 500 days. It interprets the accumulation measure as a possible sign of institutional interest, company quality as a fundamental filter, and prior limit-ups as evidence of a history of sharp upward moves.

The post discusses risks rather than presenting performance evidence. Institutional positioning can change, company quality requires deeper financial and competitive analysis, and past limit-up moves do not establish future returns. It suggests changing the lookback period, relaxing filters, and diversifying across stocks, although one suggested relaxed accumulation threshold conflicts with the original 5% condition. The sample selection logic is incomplete: it does not finish the historical price filter or explain how company quality is measured, and it provides no backtest results.

Key ideas

• Screen for today’s added-position share above 5% and at least two limit-up sessions in the previous 500 days.
• Use company characteristics as an additional quality filter, though the post does not define a reproducible measure.
• Institutional accumulation and past limit-up moves may not predict future performance.
• The example selection logic is incomplete and includes no backtest evidence.
• Diversification and adjusted time windows or thresholds are proposed as possible refinements.

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