Screening A-Shares by Turnover, Recent Gains, and Large-Order Control

Summary

This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and sell orders, interpreting a positive balance as evidence of stronger buying pressure. Its accompanying code attempts to filter stocks using turnover, price changes, and large-order volumes.

The article offers no backtest or measured results, and the code's treatment of the gain condition does not clearly match the stated 10-day return rule. These inputs can change with market conditions, and the method does not assess company fundamentals or broader capital flows. The article suggests adding valuation or fundamental filters and using other technical indicators as confirmation, but does not test those additions.

Key ideas

• The screen combines 3%–12% turnover with a positive, capped 10-day price gain.
• It uses large-order buying minus selling as a measure of buying pressure.
• The stated control threshold is above 21, though the unit is not explained.
• The code and written rules may differ, and no historical performance evidence is supplied.
• Fundamental filters and other indicators are suggested as possible additions.

Tags

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