Chinese Stock Screening with Volume Ratio, Size, and Rising 30-Day Trend

Summary

This Chinese equity screen combines three filters: rank stocks among the top 100 by volume ratio, require a circulating market value above 10 billion yuan, and select stocks whose 30-day closing-price trend is rising. The text explains volume ratio as current volume relative to the average over the prior five days and circulating market value as share price multiplied by freely tradable shares. It presents these conditions as proxies for trading activity, company scale, and upward price direction.

The document offers rationale and generic cautions, but provides no performance data or tested results. It notes that volume and market-value measures may be distorted and that closing prices can reflect unstable market sentiment. It suggests trying alternative indicators and adding technical analysis, without specifying a validated method for doing so. The page is largely a rule description and template reference, so the strategy should be treated as an untested screening idea rather than evidence of predictive advantage.

Key ideas

• The screen ranks stocks by volume ratio and retains the top 100.
• It requires circulating market value above 10 billion yuan.
• It selects stocks with an upward 30-day closing-price trend.
• The document gives no backtest evidence and flags possible distortion in its screening measures.

Tags

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