Skip to content
All library documents

A-Share Screen Combining Turnover, Dragon-Tiger List Activity, and Rising DEA

Article SuperMind
Read the original

Summary

This stock-selection note combines three signals: turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger List, and a rising DEA line from the MACD indicator. The intended screen joins moderate trading activity and notable market attention with an improving technical reading. The document describes the rule in prose and gives formula and tabular-data examples for expressing the conditions.

No performance results, benchmark comparison, or backtest evidence are presented. The note flags the omission of company fundamentals and the lag that can affect MACD-derived measures. It recommends assessing earnings and financial condition alongside technical signals, and treating the rule as a screening idea rather than a complete investment process. The prose gives a turnover ceiling of 12%, while the formula and example impose both a 3% floor and a 12% ceiling.

Key ideas

  • The screen combines turnover between 3% and 12%, prior-day Dragon-Tiger List appearance, and a rising DEA value.
  • The Dragon-Tiger List condition is used as a marker of notable trading attention.
  • The note presents formulas and a data example but reports no strategy performance.
  • It warns that DEA can lag and that technical filters omit fundamental company information.
  • The suggested refinement is to consider financial condition and earnings with technical signals.

Tags

EquitiesChina marketsTechnical indicatorsMomentum

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