A-Share Screening by Turnover, Previous-Day Dragon-Tiger Listing, and Company Type
Summary
This A-share selection method combines a turnover range of 3% to 12%, an appearance on the previous day’s Dragon-Tiger list, and one or more preferred company characteristics. The post adds that eligible companies should have been listed for more than a year. It frames turnover as a liquidity filter and the public trading-list appearance as a market-attention or sentiment signal, while leaving the exact company-type conditions unspecified.
The document provides a formula and a short data-filtering example, but no backtest or performance results. It cautions that preferences for certain company types can narrow attention and that industry and fundamental characteristics also matter. The suggested interpretation of the screen as combining liquidity, sentiment, and valuation is not supported by a defined valuation measure in the stated rules. The method is therefore an incomplete screening template rather than a tested strategy; users would need to define the company criteria and assess the signal with historical data.
Key ideas
- The screen requires turnover between 3% and 12% and a Dragon-Tiger list appearance on the previous day.
- It also requires a preferred company type, but the post does not define the qualifying types.
- The method provides no backtest or evidence of predictive value.
- Company preferences and missing industry or fundamental checks may bias the resulting selection.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.