A Stock Screen Combining Turnover, Rising DEA, and Recent Limit-Up Activity

Summary

This Chinese-language post proposes screening stocks with turnover from 3% to 12%, a rising DEA condition, and at least one limit-up session in the prior 25 trading days. It presents the approach as combining an upward technical signal with recent market attention. The post includes formula examples and a Python-style outline, but the exact indicator definitions and field names may depend on the platform and data source. Its displayed DEA formula uses moving-average differences and a smoothed signal line.

The document offers no backtest, return figures, or comparison with a benchmark. It warns that a past limit-up event may reflect short-lived speculation rather than durable business value, and that the screen may exclude promising stocks with no recent limit-up. It recommends adding fundamental and technical measures and considering market style, but gives no tested rules for doing so. This is a candidate-selection idea, not evidence that the criteria predict returns.

Key ideas

• The screen combines turnover between 3% and 12% with a rising DEA condition.
• It also requires at least one limit-up session during the preceding 25 trading days.
• The post provides example formulas, though indicator and data-field details may require platform-specific adaptation.
• A recent limit-up can signal temporary speculation, and the screen may miss stocks without such an event.
• No backtest evidence is given, and the suggested additions are not specified as tested rules.

Tags

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