A-Share Screen Using Turnover, Ten-Day Returns, and a Lower Low

Summary

This short-term A-share screen selects stocks with turnover between 3% and 12%, a positive ten-day gain below 35%, and a current daily low below the previous day’s low. The article describes the combination as a way to identify shares with recent strength alongside a possible reversal signal. It includes a Python example that checks the conditions against daily stock data and attempts to exclude ST-designated shares; no indicator formula is supplied.

The post notes that the screen relies mainly on price behavior and has little fundamental validation. A lower daily low alone may not capture the broader price trend, and company-specific fundamentals can introduce risks the filters miss. It recommends considering additional fundamental and price factors, risk controls, and diversification. The article reports no backtest or live-trading results, and it does not define portfolio construction or execution rules, so the proposed selection logic remains an unvalidated screening idea.

Key ideas

• The screen combines a 3%–12% turnover band with a positive ten-day return below 35%.
• It also requires the current daily low to be lower than the previous day’s low.
• The article frames recent gains and a lower low as a possible short-term reversal setup.
• The filters offer little fundamental validation and may miss broader trend or company risks.
• No backtest or live performance results are supplied.

Tags

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