China A-Share Screening by Turnover, Listing Year, and Consecutive Limit-Ups

Summary

The document proposes screening Chinese stocks for turnover between 3% and 12%, a 2021 listing year, and three consecutive limit-up sessions ending the previous day. It frames the rule as a technical selection method based on recent price strength and turnover, and acknowledges that the screen ignores company fundamentals and may exclude stocks with weaker recent performance but future potential. It suggests adding valuation measures and adapting the lookback window to market conditions.

The page includes example formula and Python snippets, but they do not consistently implement the stated rule: the Python logic shown does not clearly enforce the turnover range or 2021 listing year, and its price-change filters do not establish the required three-session sequence. No historical returns, comparison benchmark, or risk analysis is provided. The screen is therefore a rule description with sample code, not evidence that the setup has an edge; exchange price limits, market regime, liquidity, and code correctness would all affect its use.

Key ideas

• The stated screen combines a 3%–12% turnover band, a 2021 listing year, and three consecutive limit-up sessions through the prior day.
• The rationale emphasizes recent price strength and trading activity rather than company fundamentals.
• The page identifies fundamental blind spots and suggests adding valuation measures or adapting the selection window.
• The example code does not clearly implement all stated conditions, particularly the turnover, listing-year, and consecutive-session requirements.
• The document provides no performance results or risk evaluation for the screen.

Tags

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