A-Share Stock Screen Using Turnover, Dragon-Tiger Listings, and J Momentum
Summary
The document presents a short-term Chinese stock selection screen combining a turnover range of 3% to 12%, a Dragon-Tiger list appearance on the previous day, exclusion of ST stocks, and selection before 10 a.m. It describes the approach as a five-stage limit-up method and frames the filters as proxies for liquidity, institutional attention, and technical strength. Formula and Python examples add conditions requiring the J indicator to exceed its prior value and its five- and ten-period averages.
The post acknowledges that the approach is speculative and short-term, and that emphasizing technical signals can leave fundamental and broader market risks unaddressed. It also says the named limit-up method cannot ensure repeated limit-up moves and involves subjectivity. Its proposed refinements include making selection time more flexible and combining technical criteria with fundamentals and volatility awareness. No backtest results, return figures, or validation are provided, so the screen should be read as a proposed selection recipe rather than demonstrated evidence of profitability.
Key ideas
- The screen selects non-ST stocks with turnover between 3% and 12% and a prior-day Dragon-Tiger list appearance.
- The original description calls for selection before 10 a.m. and uses a five-stage limit-up approach.
- Formula examples add rising J indicator conditions relative to its previous value and moving averages.
- The post warns that the method is speculative and does not guarantee limit-up moves.
- It recommends considering fundamentals, flexible timing, volatility, and risk alongside technical filters.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.