Screening Mainboard Stocks by Turnover, Float, and Prior Limit-Ups

Summary

The screen selects mainboard stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and at least two limit-up sessions during the previous 500 days. It combines liquidity and size constraints with a historical price-action filter intended to identify stocks that have shown sharp upward moves. The article also outlines how these conditions can be implemented in a stock query or a data-frame filter.

The document gives no backtest results or evidence that the screen predicts future returns. It cautions that the rule relies heavily on past price behavior and omits fundamental conditions and changing market themes; a past limit-up does not establish lasting potential. It suggests treating the count as one input alongside other technical and fundamental measures, and mentions considering price gains, turnover, and chart patterns. The thresholds are presented as a screening recipe, not as a validated trading system, and the material does not specify portfolio construction, entry timing, or exit rules.

Key ideas

• The screen limits candidates by turnover and circulating market value before applying a price-history condition.
• Eligible mainboard stocks must have at least two limit-up sessions over the prior 500 days.
• The document proposes using limit-up frequency as a supplementary signal alongside other analysis.
• Historical price moves may not persist, and the screen omits fundamental and market-theme factors.
• No performance test, entry rule, or exit rule is provided.

Tags

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