A-Share Screen Using Turnover, Daily Gains, Market Board, and Company Size

Summary

This post outlines a Chinese stock screen requiring turnover within a specified band, a daily gain above a threshold, main-board listing, and minimum company size. Its stated rationale is to focus on actively traded stocks that are rising while avoiding very small companies and limiting selection to the main board. The implementation notes refer to turnover, daily percentage change, total assets, and market value.

The author warns that company size alone does not indicate profitability or future potential, and that relying on a small number of filters can miss financial, industry, and macroeconomic conditions. Additional financial statement measures, industry data, and price-volume analysis are suggested. The post provides sample selection logic but no return history, benchmark comparison, transaction cost assumptions, or evidence that the filters predict future performance. It should therefore be read as a screening recipe, not a validated strategy.

Key ideas

• The screen combines a bounded turnover range, a positive daily return threshold, main-board membership, and a company-size floor.
• Its rationale is to favor active, rising stocks while excluding smaller firms and other listing segments.
• The post cautions that scale is not a substitute for profitability or growth potential.
• No backtest or performance evidence is presented for the selection rules.

Tags

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