Chinese Stock Screening by Volume Ratio and Recent Market Breadth

Summary

This Chinese-language post outlines a stock screen that ranks shares by volume ratio and selects the top 100. It also describes using the prior day’s number of declining stocks relative to the total market as a breadth filter, alongside a date condition referring to 2021 onward. The text presents these elements as a way to identify potentially attractive stocks, but its explanations are inconsistent: the title refers to stocks that were not limit-up the previous day, while the described filter focuses on declining-stock counts.

The post provides no backtest, performance figures, or complete implementation. Its sample code is incomplete and appears inconsistent with the stated volume-ratio and breadth logic. The author suggests adding turnover, trading volume, and policy factors, but gives no definitions or evidence for those additions. Treat the screen as an informal idea rather than a validated strategy; it also omits risk controls and a clear account of how the date condition is applied.

Key ideas

• The screen ranks stocks by volume ratio and proposes selecting the top 100.
• It describes prior-day market breadth using the number of declining stocks relative to all stocks.
• The title’s reference to non-limit-up stocks does not match the breadth filter explained in the text.
• The provided code is incomplete and does not establish a working implementation.
• The post gives no performance evidence or risk-management rules.

Tags

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