A-Share Screen Combining Turnover, Recent Limit-Ups, and Revenue Growth

Summary

This post outlines a Chinese A-share screen using turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than ten percent. It also describes ranking candidates by Northbound capital flow. Example formulas and Python illustrate the intended filters, though the code’s proxies and data fields may not match the stated conditions exactly.

The author presents the combination as a way to join trading activity with a basic growth test, and notes that revenue data can lag and that the screen omits other financial measures. Suggested refinements include adding profitability and net asset measures alongside technical criteria. The post offers no backtest, realized returns, or detailed portfolio and execution rules. Its revenue dates and turnover implementation should be checked against the intended data definitions before use, so the rule is best treated as a screening hypothesis rather than a validated strategy.

Key ideas

• The screen combines a turnover range of 3% to 12% with a limit-up event in the preceding 25 days.
• It requires 2021 revenue to exceed 2018 revenue by more than ten percent.
• The post describes ranking qualifying stocks by Northbound capital flow.
• Revenue information may lag, and the screen omits other important financial measures.
• No backtest or evidence of strategy performance is provided.

Tags

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