A-Share Screening by Turnover, Recent Limit-Ups, and Exchange
Summary
This note describes an A-share stock screen using a turnover ratio between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of the STAR Market. It presents the criteria as a way to find moderately traded stocks with recent sharp price strength, then offers illustrative formula and Python-style selection logic.
The article warns that the screen lacks financial fundamentals and broader technical or market context, so it may miss relevant evidence and remain exposed to unfavorable market conditions. It recommends adding financial measures, technical indicators, and market-wide analysis. No historical performance, backtest, or empirical evidence is provided, and the code example's calculations do not clearly implement every stated condition in the same way. The screen should therefore be read as a basic selection concept rather than a validated trading strategy.
Key ideas
- The screen selects stocks with turnover between 3% and 12%.
- It requires at least one limit-up event within the previous 25 days and excludes the STAR Market.
- The article recommends adding fundamentals, technical indicators, and market context.
- It provides no backtest or performance evidence 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.