Screening Chinese Stocks by Turnover, Size, Profitability, and Arc Patterns

Summary

This proposed A-share stock screen combines turnover between 3% and 12%, a market capitalization ceiling of 10 billion yuan, nonnegative earnings, and a rounded or arc-shaped price pattern. The article frames the shape criterion as a technical selection method and includes a sample workflow that checks financial data, market capitalization, and recent closing prices. It also suggests combining the pattern with fundamental measures, recent market behavior, and other indicators.

The material offers a strategy concept and illustrative code, but no backtest, portfolio construction rules, or evidence of returns. Its arc-shape calculation is not a clear, robust definition of a rounded pattern, and the article acknowledges that visual interpretation can vary. The sample implementation also uses particular historical data windows and market filters, so it should not be assumed to represent a fully specified or current trading system. The article warns that relying on chart shape alone can introduce speculative risk.

Key ideas

• The screen combines turnover, capitalization, profitability, and a rounded price-pattern condition.
• The article presents a sample data workflow for filtering stocks and examining recent prices.
• It proposes adding fundamental and technical measures to make the screen more comprehensive.
• The arc-pattern definition is subjective and the document provides no performance testing.

Tags

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