Chinese Stock Screening by Turnover Ratio and Limit-Up History

Summary

This Chinese equity screening proposal combines trading activity with a past-event filter. It ranks stocks by volume ratio and selects the top 100, treating a higher ratio as a sign of stronger investor attention or fund activity. It also requires stocks to have been listed for at least 500 days and to have recorded at least two limit-up sessions during that period.

The post suggests adding market capitalization and price-to-earnings filters, as well as technical indicators such as MACD and Bollinger Bands. These are proposed refinements rather than tested components: the document supplies no backtest, return figures, or selection results. It cautions that volume ratio can vary with market sentiment and that listing history and limit-up counts are affected by market conditions and industry policy. The screen is a descriptive idea for finding active stocks, not a demonstrated forecasting strategy, and it does not specify execution rules or portfolio risk controls.

Key ideas

• The screen ranks stocks by volume ratio and takes the top 100.
• It requires at least 500 days since listing and at least two limit-up events.
• The post interprets high volume ratio and repeated limit-ups as signs of market attention.
• Market capitalization, valuation, and technical indicators are suggested as additional filters.
• No performance evidence is provided, and market sentiment and industry conditions may affect the signals.

Tags

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