Screening Chinese Stocks by Turnover, Listing Year, and Recent Limit-Ups

Summary

The screen selects Chinese stocks with turnover between 3% and 12%, a 2021 listing year, and at least one limit-up event within the past month. The article frames turnover as a liquidity filter and a recent limit-up as a sign of market attention or short-term strength. It also includes an example formula and Python-oriented reference material for screening stocks.

The document cautions that a limit-up may reflect speculation rather than underlying value, and that the screen omits broader price history and fundamentals. Its stated implementation details are not fully aligned: the prose specifies a listing-year condition and a one-month window, while the sample code checks a broad historical price series for large percentage gains. The screen is therefore a starting point for research, not evidence of a tested or profitable strategy; the article suggests adding trend, volatility, and company financial measures.

Key ideas

• The proposed screen combines a 3%–12% turnover range with a 2021 listing year and a recent limit-up event.
• The article treats a limit-up as a possible sign of market attention, not proof of fundamental value.
• The strategy omits broader price trends and company fundamentals.
• The sample implementation does not clearly reproduce every condition in the prose description.
• The article suggests adding volatility, moving-average, and financial indicators for further analysis.

Tags

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