A-Share Screen for Turnover, Recent Limit-Up Activity, and Morning-Star Patterns
Summary
This document outlines a short-term A-share stock screen combining turnover between 3% and 12%, appearance on the prior day’s trading-activity list, and a weekly morning-star pattern. It presents these filters as a way to find liquid, actively traded stocks with a potentially bullish chart setup. The accompanying examples describe applying turnover and activity flags alongside candlestick and technical-indicator conditions.
The document cautions that the screen focuses on short-term price and trading data, omits fundamentals, and does not establish that a signal will persist. It recommends treating the morning-star condition as one input and considering company fundamentals, industry characteristics, and policy context. No backtest results or performance evidence are supplied, and the example formulas do not fully align with the stated weekly pattern, so implementation details may need validation.
Key ideas
- The screen combines a 3%–12% turnover band with prior-day trading-activity status and a morning-star pattern.
- It targets short-term liquidity and market attention rather than long-term company quality.
- The document warns that the signals may not persist and that fundamentals and industry context are absent.
- It provides formula examples but no backtest or performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.