Screening A-Shares by Turnover, Recent Gains, and Weekly CCI

Summary

This A-share screen combines a turnover-rate band of 3% to 12%, a positive but limited ten-day gain, and a weekly technical condition described as a red histogram. The document links that weekly condition to CCI above zero and another price-derived variable above zero. It also provides sample indicator and Python logic, and suggests adding valuation, fundamental, capital-flow, or industry context for a broader assessment.

The rationale is that turnover and recent performance can identify active stocks, while the weekly signal is intended to indicate upward pressure. No backtest, portfolio results, or evidence of predictive value is supplied. The examples are also not fully consistent: the stated ten-day gain condition differs from code that checks individual daily changes, and the turnover threshold representation may vary by data source. The source acknowledges reliance on technical conditions and market sentiment, which can change quickly, and advises monitoring market conditions. Treat the screen as a proposed filter rather than a validated strategy.

Key ideas

• The screen combines turnover, recent price performance, and a weekly CCI-related condition.
• The stated weekly signal is represented by CCI and a second price-derived variable being positive.
• The written ten-day return rule and sample code do not describe the same calculation.
• No backtest evidence is provided, and technical signals may shift with market conditions.
• Fundamental or valuation filters are suggested as possible additions, not tested improvements.

Tags

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