A-Share Screen for Turnover, Seven Losing Days, and a Weekly 30-Week Cross
Summary
This document presents an A-share stock screen requiring turnover between 3% and 12%, seven consecutive daily declines, and a weekly price crossover above a 30-week reference line. It combines a trading-activity filter with a short-term losing streak and a longer-horizon technical condition. The article supplies formula and Python examples intended to implement those criteria.
It offers no performance statistics, backtest, or evidence that the combination predicts returns. The author notes that the rule excludes company fundamentals and that indicator fluctuations may affect selections, suggesting valuation and other technical measures as possible additions. The formulas also leave implementation details open: the weekly indicator and its 30-week reference need precise definitions, and the examples may not exactly reproduce the described crossover. The screen should therefore be treated as a proposed filter rather than a validated strategy.
Key ideas
- The screen constrains turnover to the stated 3%–12% range.
- It requires seven consecutive sessions in which the closing price declines.
- A weekly price crossover above a 30-week reference line is the longer-term condition.
- The article gives formula and Python implementation examples but no performance evaluation.
- Fundamental factors and exact indicator definitions remain unspecified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.