Chinese Beverage Stock Screen Using Turnover and Rising Lows

Summary

This post describes a China A-share screening idea that combines a daily turnover-rate band, a beverage and alcohol industry filter, and a rising-bottom condition intended to favor stocks with improving price structure. The listed screening logic is accompanied by example formulas and a Python outline using market data, with additional filters for exchange listings, company status, valuation, profitability, and location.

The material gives a rules-based screen, not a tested trading system. It provides no performance results, benchmark comparison, or detailed definition of the rising-bottom calculation. The code also appears inconsistent with the described logic: it applies several extra filters, uses data fields that may not be returned by the shown query, and computes a rolling minimum on a single-day slice. The post itself cautions that the screen uses few factors and suggests adding market and historical-price measures; any output would need validation before use.

Key ideas

• The core screen combines turnover within a stated range, beverage and alcohol businesses, and a rising-bottom price condition.
• The post includes indicator-formula references and a Python screening outline.
• Additional code filters include listing venue, company status, valuation, profitability, and region.
• The strategy has no reported backtest or evidence of predictive performance.
• The sample implementation may not faithfully calculate the described historical price condition.

Tags

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