A-Share Screen for Rising Lows, Turnover, and Recent Gains

Summary

This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and a pattern of progressively higher lows. The accompanying explanation interprets repeated tests at increasingly elevated price bottoms as evidence of strengthening support and a possible transition into an uptrend. It frames the screen as a technical and market-sentiment filter rather than a complete trading system.

The article includes an indicator formula and sample Python logic that attempt to operationalize rising highs across rolling periods alongside turnover and return conditions. However, parts of the sample implementation do not clearly match the stated selection rules, and the definition of the higher-bottom pattern is not fully specified. No backtest or performance evidence is provided. The article cautions that sentiment shifts can invalidate signals and that the pattern may require adjustment across stocks and market conditions; it suggests combining it with other indicators, factors, and industry analysis.

Key ideas

• The screen selects A-shares using turnover, recent return, and a rising-bottom pattern.
• The article treats successively higher lows as a possible sign of strengthening support.
• Its formula and sample implementation do not fully clarify or consistently express the stated pattern.
• The screen has no reported backtest or performance evidence.
• The article notes that market sentiment and stock-specific behavior can undermine the signal.

Tags

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