Chinese Stock Screen Using Turnover, Recent Limit-Ups, and Control Plate

Summary

This document describes a Chinese equity screen combining a turnover range of 3% to 12%, at least one limit-up event within the preceding 25 days, and a current control-plate reading above 21. It presents the idea as a way to find active shares with recent strong price action. The article includes indicator and Python examples intended to implement the screen, along with a note about adapting the selection logic for live strategy workflows.

The article cautions that recent limit-ups do not establish future gains and that the control-plate measure alone may offer an incomplete view of buying and selling. It recommends further company analysis and suggests adding technical, financial, or industry measures. It does not provide backtest results, define the control-plate metric fully, or establish that the screen predicts returns; the code excerpts also contain additional calculations whose relation to the stated selection criteria is not fully clarified.

Key ideas

• The screen selects stocks with turnover between 3% and 12% and a limit-up event in the prior 25 days.
• It additionally requires the current control-plate indicator to exceed 21.
• The article frames turnover and recent price limits as proxies for activity and momentum.
• It warns that these filters alone do not establish future performance and calls for further stock analysis.
• No backtest evidence or complete definition of the control-plate measure is given.

Tags

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