Screening Stocks by Turnover, Beverage and Alcohol Industry, and Recent Limit-Ups

Summary

This post proposes a Chinese equity screen combining turnover between 3% and 12%, membership in the beverage and alcohol import-export category, and a recent three-session limit-up pattern. It presents turnover as a measure of trading activity, the industry classification as a sector filter, and the consecutive price moves as a way to capture recent market strength. Formula and Python examples are included to illustrate the selection logic.

The post does not provide backtest results or evidence that these filters predict returns. It acknowledges that the screen omits financial data and suggests adding fundamental or technical criteria, such as profitability or valuation, for a second-stage review. The examples also appear inconsistent with the prose: the Python sketch checks only two daily price changes, applies additional listing and market-cap-related code filters, and does not clearly implement three consecutive limit-ups. The rules therefore need careful verification before research or trading use.

Key ideas

• The proposed screen combines a 3%–12% turnover range, an industry classification, and a recent three-session limit-up pattern.
• The post includes formula and Python examples, but the code does not clearly implement all stated conditions.
• No backtest results or other evidence of predictive value are provided.
• The author notes that financial data is missing and suggests adding further screening criteria.

Tags

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