A-Share Screen for Large Daily Range, Reversal, and Prior Turnover

Summary

This A-share screening rule selects stocks with a daily high-to-low range above one percent, a reversal signal, and prior-day turnover above 60 million yuan. The post describes the turnover condition as a way to focus on actively traded names and supplies formula and Python examples. It also proposes sorting candidates by a market-related expression, though it does not explain or validate that ranking choice.

The author notes that this emphasis on popular stocks can exclude lower-volume or less liquid shares, and suggests adding measures such as market sentiment or company profitability. The article provides no historical performance analysis, sample definition, or evidence that the three filters predict returns. The reversal definition is also not entirely consistent across the formula and Python examples, so users would need to verify that their implementation matches the intended signal before interpreting results.

Key ideas

• The screen combines a daily price range above one percent with a reversal signal.
• It requires prior-day turnover to exceed 60 million yuan.
• The turnover threshold may bias selection toward popular stocks and omit less liquid names.
• The post gives implementation examples but no performance evidence, and its reversal definitions differ.

Tags

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