Chinese Stock Screen Using Turnover, Recent Limit-Ups, and Daily Gains

Summary

This Chinese A-share screen selects main-board stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a daily close more than 1% above the previous close. The article also gives a formula reference and a Python example that adds market and liquidity filters, retrieves valuation data, and sorts selected stocks by price-to-earnings ratio. These implementation examples do not fully match the stated screening logic, so they should be treated as references rather than a verified reproduction.

The rationale is that turnover and recent limit-ups may indicate attention, while a daily gain may signal short-term strength. The article characterizes the approach as suitable for short-term speculation, but provides no performance evidence. It warns that the screen omits fundamentals and long-term trend context, leaving it vulnerable to failed rebounds and pullbacks. It suggests adding valuation, profitability, and trend measures, though it does not test whether those changes improve results.

Key ideas

• The screen combines turnover of 3%–12%, a limit-up event within the prior 25 days, and a daily gain above 1%.

Tags

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