Chinese Equity Screen for Turnover, Recent Limit-Ups, and Float Value

Summary

This Chinese-language document presents an A-share stock screen based on turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and floating market value between 5 billion and 10 billion yuan. It includes a technical formula and a Python example that filters a security list using market capitalization, historical prices, turnover data, and exchange information. The selection is intended to identify stocks with recent trading activity and a specified size range.

The article treats the conditions as a preliminary screen and advises combining them with fundamental and technical analysis. It warns that market value alone does not establish a stock’s potential and that historical behavior does not ensure future performance. The code’s additional filters and data handling may not map exactly to the headline rule, and the document supplies no backtest results, evaluation period, or evidence of predictive value. It also does not define a portfolio construction or exit method.

Key ideas

• The screen requires turnover between 3% and 12% and a limit-up event within the prior 25 days.
• It limits candidates to a floating market value from 5 billion to 10 billion yuan.
• The document includes formula and Python examples using equity market and price data.
• It recommends adding fundamental and technical checks before trading.
• No backtest evidence or exit rules are provided.

Tags

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