A China A-Share Screen Using Turnover, Float Size, and Control Strength

Summary

This stock-selection rule screens for shares with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a proprietary “today control” measure above 21. The post presents the combination as a way to find stocks with notable control strength while constraining turnover and company size. It also provides an example formula and Python reference, although the code shown does not consistently implement every stated condition.

The article offers no backtest, return data, or evidence that the screen identifies future winners. It cautions that broad market declines can limit a selected stock’s upside and recommends considering market conditions, historical prices, and chart patterns alongside the screen. The meaning and calculation of the control-strength measure are not clearly established, and the displayed formulas appear inconsistent with the verbal definition. Treat the thresholds as a proposed heuristic requiring data and implementation checks, not as validated risk control or a complete strategy.

Key ideas

• The proposed screen combines turnover, circulating market value, and a control-strength threshold.
• The stated turnover band is 3% to 12%, and the stated float-value band is 5 billion to 10 billion yuan.
• The author recommends evaluating the broad market and using additional price or chart analysis.
• No performance study is provided, and the formula examples may not match the verbal criteria.

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