A-Share Screen with Turnover, Rising DEA, and Price Above the Five-Day Average

Summary

This A-share screen looks for turnover between 3% and 12%, a rising DEA indicator, and a closing price at or above its five-day moving average. The article describes the combination as a way to pair a turnover filter with a trend condition and a short-term price confirmation. It gives an indicator formula and a Python example that filters turnover, calculates DEA, checks that DEA has increased, and compares the close with its rolling average.

The article suggests that the conditions may help identify a timely entry, but it provides no backtest or other performance evidence. Its explanation contains a mismatch: the stated method requires rising DEA, while the formula example expresses conditions using moving-average relationships and a MACD-style signal calculation. The Python example instead checks the change in DEA directly. The author also notes that the screen can miss stocks and proposes adding other technical and fundamental measures, such as RSI, MACD, PE, PB, or ROE. No position sizing or exit rules are specified.

Key ideas

• The screen requires turnover between 3% and 12% and a rising DEA value.
• A stock must close at or above its five-day moving average.
• The article provides formula and Python examples, but their DEA conditions are not fully consistent.
• No backtest or performance evidence is included.
• The document suggests adding technical and fundamental filters and gives no exit or sizing rules.

Tags

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