A-Share Screen for Turnover, Ten-Day Gains, and Three Limit-Ups

Summary

This proposed A-share stock screen selects names with turnover between 3% and 12%, a positive gain of less than 35% over ten days, and three consecutive limit-up sessions on the previous day. The accompanying explanation frames the turnover and recent price strength as activity and momentum filters, while noting that consecutive limit-ups may reflect speculative attention. A code sketch is included, but it does not provide results from a completed test.

The source warns that price-based selection can encourage chasing sharp moves and overlook company fundamentals. It suggests adding valuation or dividend criteria and limiting the observation window to reduce exposure to extreme moves. The screen’s implementation details are not fully consistent: the prose describes ten-day performance and a prior three-limit-up event, while the sample code uses fixed dates and checks recent daily changes. No evidence establishes profitability, and the screen needs independent validation and risk controls.

Key ideas

• The screen combines turnover, recent price appreciation, and a prior sequence of limit-up sessions.
• The source associates consecutive limit-ups with possible speculative activity.
• The proposed filters can lead to chasing and may omit fundamental risks.
• The code sketch does not clearly match all conditions described in the prose.
• The document offers no backtest or evidence of trading performance.

Tags

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