Stock Screening with Price Amplitude, Limit-Up History, and Moving Averages

Summary

This Chinese-language post describes a daily stock screen using three conditions: price amplitude above 1, at least two limit-up events within 500 days, and the 20-day moving average above the 120-day moving average. It frames amplitude as a measure of price movement, limit-up frequency as a sign of market interest, and the moving-average relationship as a trend filter. The post also gives formula and code references for calculating the conditions, though those examples are illustrative rather than a fully specified, tested implementation.

The stated rationale is to find volatile stocks with prior strong moves and a shorter-term average above a longer-term average. The author cautions that the screen relies heavily on technical indicators, may chase popular stocks, and does not account for fundamentals. It may also draw down during reversals or corrections. Suggested refinements include adapting thresholds to sectors and market conditions, adding fundamental factors, and combining signals. No backtest results or performance evidence are provided.

Key ideas

• The screen requires amplitude above 1 and at least two limit-up events in the prior 500 days.
• It also requires the 20-day moving average to exceed the 120-day moving average.
• The post presents the combined conditions as a way to find volatile stocks with an upward trend signal.
• The author warns that technical-only selection can overlook fundamentals and suffer during market reversals.
• No tested performance results are reported.

Tags

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