Equity Screening by Ten-Day Return, Float Size, and Volume Ratio

Summary

This Chinese-language post describes a stock screening rule that ranks shares by volume ratio, then filters for a ten-day gain above zero but below 35 and a circulating market value no greater than 5.5 billion shares’ worth, as worded in the source. It frames the combination as a way to find stocks with recent positive movement, active trading, and a relatively limited float. The post also suggests adding valuation measures, moving averages, MACD, turnover, or trading volume to refine the screen.

The document provides a conceptual explanation and example indicators, but no historical test, performance figures, or evidence that the rules predict returns. Its own caveats are that a short-term price filter can miss longer-term value, three inputs may overlook market themes, and the screen does not assess company quality or prospects. The stated float threshold is described inconsistently as a share count and as circulating market value, so its intended unit is unclear. Any use would require clarifying the data definition and validating the screen against a defined universe and period.

Key ideas

• The screen ranks stocks by volume ratio in descending order.
• It filters for a positive ten-day return below 35 and a circulating-size threshold stated as 5.5 billion.
• The post proposes valuation, technical, and trading-activity measures as possible refinements.
• It gives no backtest or performance evidence and flags the risk of relying on short-term factors.

Tags

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