Turnover and Limit-Up Stock Screen

Article SuperMind

Summary

This Chinese stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and three consecutive limit-up sessions as of the previous day. The stated rationale is to find actively traded stocks with recent strong performance and intense short-term attention, on the expectation that the momentum may continue. The post includes example indicator and Python logic for screening stocks, though the implementation details may not map cleanly to the prose description.

The author characterizes the approach as focused on short-term market heat rather than long-term company fundamentals. The post warns that limit-up moves may reflect temporary speculation and can carry substantial market risk. It suggests adding fundamental or size filters and using exit controls such as stops. No backtest, returns, benchmark, holding period, or trade-level risk analysis is supplied, so the continuation premise remains unverified. The turnover and limit-up conditions should be validated against the relevant market’s rules and data before use.

Key ideas

The screen combines turnover from 3% to 12%, a recent limit-up event, and three consecutive limit-up sessions through the prior day.
The rationale is to capture short-term momentum and elevated market attention.
The approach does not assess long-term business value in its stated core conditions.
The post warns that limit-up behavior may reflect temporary speculation and substantial risk.
No backtest or return evidence is provided, and the code examples may require validation.

Chinese Stock Momentum Screen Using Turnover and Consecutive Limit-Ups

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