A-Share Screening with Turnover, Rising DEA, and a Rising 30-Day Average
Summary
This A-share stock screen combines a turnover range of 3% to 12% with a rising DEA reading and an upward-sloping 30-day moving average. The article presents these conditions as a way to select stocks with sufficient trading activity and signs of short-term and longer-term price strength. It includes indicator formulas and a Python example, though the example's moving-average references are not fully defined in the supplied code.
The post gives a rationale for each filter but provides no backtest, performance figures, or evidence that the combination predicts returns. It cautions that volatile markets can change screening results and that the rules may miss stocks with future potential. It suggests adding fundamental information or other indicators, such as RSI, for further evaluation. The screen is a selection recipe rather than a complete trading system: it does not specify portfolio construction, entry and exit rules, or risk controls.
Key ideas
- The screen requires turnover between 3% and 12%.\nIt uses a rising DEA signal as a short-term trend filter.\nA rising 30-day moving average is included as a longer-term trend condition.\nThe article offers no performance test and notes that market volatility can affect selections.\nAdditional fundamental or technical filters may be considered.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.