A-Share Reversal Screening with Turnover and DEA Filters

Summary

This A-share stock screen combines a turnover range of 3% to 12%, a rising DEA signal, and a prior-session opening match price described as limit-down. The article presents the conditions as a way to find stocks with possible short-term rebound potential. It also gives an indicator formula reference and a Python example that filters turnover, calculates DEA, and compares current price with the prior match price.

The document offers no backtest results or evidence that the screen predicts profitable rebounds. Its own risk discussion says the price may already have begun recovering, leaving the screen to capture an unusual price move rather than the rebound. It suggests adding indicators such as KDJ or RSI and fundamental analysis, and cautions that users should consider relevant regulations. The formula and Python description may not express the timing condition identically, so implementation details should be checked before use.

Key ideas

• The screen selects A-shares with turnover between 3% and 12%.
• It requires a rising DEA signal and a prior-session match price at the stated limit-down threshold.
• The article frames the price condition as a possible rebound signal but provides no performance test.
• Additional technical or fundamental filters may be used, while regulatory constraints also matter.

Tags

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