Screening Stocks by Turnover, Profit Growth, and Recent Leaderboard Activity

Summary

This document describes a stock screen that combines market activity, reported earnings growth, and recent attention. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a listing on the prior day's market leaderboard. The article frames these conditions as a way to consider liquidity, profitability, and market interest together. Its example code also ranks candidates, although the ranking fields and date handling are not fully consistent across the examples.

No backtest, trade outcomes, or comparison with a benchmark is provided, so the screen's effectiveness is unestablished. The article warns that leaderboard data may be incomplete or stale and that a stock's prominent appearance may come after its rebound has passed. It also notes that short-term price moves can be mistaken for meaningful changes. The examples rely on specific data sources and reporting fields, which would need validation before use.

Key ideas

• The screen combines turnover, year-over-year parent-company profit growth, and prior-day leaderboard appearance.
• The turnover range is 3% to 12%, while the profit growth filter is above 20% and at most 100%.
• The article treats leaderboard presence as a measure of market attention, but warns it can be late or incomplete.
• No performance evidence is provided, and the sample code's fields and dates require validation.

Tags

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