Screening Stocks by Turnover, Recent Leaderboard Activity, and a Large Up Day

Summary

This Chinese stock-screening proposal selects equities with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more during the preceding 25 sessions. It gives equivalent descriptions in a formula-oriented format and a Python example that calculates daily returns and checks for qualifying up days over a rolling window.

The accompanying discussion argues that recent strong moves and leaderboard activity may help surface stocks attracting attention. It also acknowledges that the screen omits broader market conditions and company fundamentals, so selections may be incomplete or unstable. The author suggests adding technical and fundamental filters, but supplies no backtest, return data, benchmark, or evidence that these additions improve results. The screen is a candidate-generation rule; the document does not explain position sizing, portfolio construction, or exit criteria.

Key ideas

• The screen requires turnover from 3% through 12% and leaderboard appearance on the prior session.
• It also requires at least one daily gain of 10% or more within the prior 25 trading sessions.
• The rationale is to combine recent price strength with an indicator of market attention.
• The proposed filter omits market conditions and fundamental or financial information.
• No performance study is provided, and the suggested additions are not evaluated.

Tags

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