A-Share Screening with Turnover, Recent Limit-Ups, and a Rising 30-Day Average

Summary

This A-share stock screen combines a turnover-rate range of 3%–12%, at least one limit-up event within the prior 25 days, and a 30-day moving average that is rising. The post presents these filters as a way to find stocks with trading activity, recent price strength, and an upward trend. It also gives example screening logic and a Python-style illustration, with an additional sort by price-to-earnings ratio.

The strategy description is a rule set rather than an evaluated system: it provides no backtest, performance figures, benchmark, or entry and exit plan. The author notes that company fundamentals are not covered by the core conditions and that abnormal market moves can affect results. Suggested improvements include incorporating fundamental and technical data and adding profit-taking, stop-loss, or other risk controls. The examples are implementation references, and their calculations and data assumptions would need to be checked before use.

Key ideas

• The screen requires turnover between 3% and 12%.\nIt looks for at least one limit-up event in the previous 25 days.\nThe 30-day moving average must be rising.\nThe post recommends adding fundamental analysis and risk controls.\nNo backtest or performance evidence is provided.

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