A-Share Screening with Turnover, 10-Day Returns, and an Arc Pattern

Summary

This document describes a Chinese A-share stock screen combining a turnover-rate range of 3% to 12%, a positive 10-day gain below 35%, and an arc-shaped technical pattern. It references an arc indicator and gives an example workflow that also filters out certain board listings, recently listed stocks, ST stocks, and smaller market-cap names. The stated screen additionally checks a positive daily close relative to the open.

The article frames the method as a technical filter and cautions that it omits broader technical and fundamental analysis. It suggests adding company fundamentals, financial reports, and indicators such as moving averages. No backtest results or evidence of profitability are provided, and the example code’s date windows and screening details should be treated as implementation references rather than proof that the stated 10-day condition is correctly measured.

Key ideas

• The screen combines turnover between 3% and 12% with a positive 10-day return below 35%.
• An arc-shaped price pattern is included as a technical filter.
• The example adds listing, market-cap, board, and ST-status exclusions.
• The article recommends complementing the technical screen with fundamental and additional indicator data.
• No performance evidence is presented, and the example does not establish the screen’s predictive value.

Tags

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