A-Share Screen Using Turnover, Recent Limit-Up Moves, and Profit Growth

Summary

The document outlines an A-share stock screen combining a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and year-over-year net profit growth above 20% and no more than 100%. Its rationale is to combine trading activity and a recent sign of market strength with positive but bounded earnings growth. The post also gives a separate indicator formula and a Python example that applies financial and price filters, then ranks candidates by northbound capital flow.

The examples do not consistently implement the stated screen: the code uses several additional growth and price conditions, approximates turnover using a historical quantile, and accesses a market-data API. The post reports no backtest, benchmark, transaction-cost analysis, or realized performance, and explicitly acknowledges that the criteria do not capture every company risk. It suggests adding valuation and return-on-equity measures or technical signals, but does not demonstrate whether these changes improve results.

Key ideas

• The stated screen combines moderate turnover, a recent limit-up event, and bounded year-over-year net profit growth.
• The suggested rationale blends liquidity and market activity with a fundamental growth filter.
• The provided formula adds price and moving-average conditions beyond the headline criteria.
• The Python example also applies extra financial filters and ranks candidates by northbound capital flow.
• No performance evidence is provided, and the post notes that the screen cannot capture all company risks.

Tags

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