A-Share Screen Combining Turnover, Recent Limit-Ups, and a Three-Day Pattern

Summary

This A-share selection idea filters for turnover between 3% and 12%, at least one limit-up event during the preceding 25 days, and a three-session price pattern. The article interprets moderate turnover as a liquidity filter, a recent limit-up as a sign of stronger market sentiment, and a subsequent pullback as a possible opportunity. It also mentions ranking candidates by northbound capital flow and suggests considering fundamentals, financial condition, industry breadth, and additional indicators such as RSI or MACD.

There is a notable mismatch between the prose and the supplied rules: the article calls the pattern three consecutive down sessions, but its written formula and Python conditions include rising closes. The code also contains multiple screening conditions whose relationship to that description is unclear. No backtest, return data, or evidence supports the claim that candidates have elevated upside potential. The screen should be treated as an unvalidated hypothesis, with its price-pattern definition checked before implementation; the article itself notes that fundamentals are omitted.

Key ideas

• The stated screen uses turnover of 3% to 12% and at least one limit-up event in the prior 25 days.
• The article describes the final condition as three consecutive down sessions, but the included formula and code specify rising closes.
• The proposed rationale is to combine liquidity, recent price strength, and a pullback condition.
• The article suggests adding fundamental and financial filters and potentially other technical indicators.
• No empirical performance evidence is provided, and the written conditions should be reconciled before use.

Tags

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