Skip to content
All library documents

A-Share Stock Screen Using Turnover, Market Cap, Profitability, and Weekly MACD

Article SuperMind
Read the original

Summary

This Chinese-language post proposes screening A-share stocks by turnover rate, market capitalization, profitability, and weekly MACD. Its stated rules target turnover between 3% and 12%, market capitalization below 10 billion yuan, companies without losses, and MACD above zero. It frames the screen as combining trading activity, trend information, and basic financial quality, then recommends considering operating conditions, profitability, competitiveness, valuation, and industry trends as further filters.

The post includes a formula reference and sample Python using financial data APIs, but the implementation is not a reliable specification of the stated strategy: its turnover and market-cap checks do not consistently enforce the stated bounds, and its MACD calculation and weekly aggregation may not match the stated weekly zero-axis rule. No backtest results or performance evidence are provided. The author flags risks including following popular stocks, excessive trading, and sensitivity to market fluctuations. Treat the screen as an idea requiring data, logic, and out-of-sample validation, not as a demonstrated investment method.

Key ideas

  • The proposed screen selects A-share stocks by turnover, market capitalization, profitability, and weekly MACD.
  • The stated thresholds are 3% to 12% turnover and market capitalization below 10 billion yuan.
  • The post recommends adding financial statement, valuation, company, and industry analysis.
  • Its sample implementation does not consistently encode the stated selection rules.
  • The post provides no performance results and identifies crowding and market sensitivity as risks.

Tags

EquitiesChina marketsTechnical indicatorsMomentum

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