Screening Stocks by Turnover Strength, Limit-Ups, and a Rising 30-Day Average

Summary

This stock screen combines three conditions: rank stocks by volume ratio and retain the top 25, require limit-up events over the stated 25-day period, and select stocks whose 30-day moving average is rising while the close remains above it. The article interprets turnover strength as a possible sign of buying interest and the moving average as a trend filter. Together, the rules seek stocks with recent strong activity and upward price behavior.

The document offers no backtest, performance figures, or precise operational definition for whether the limit-up condition means an event at any point in the period or a daily sequence. It notes that volume-based measures do not capture selling flows, that sharp rallies can precede distribution, and that prices above a rising average may be extended. It suggests testing parameter variations and adding indicators such as MACD or RSI, while recognizing that such additions also require validation.

Key ideas

• The screen ranks stocks by volume ratio and keeps the top 25.
• It combines that ranking with a limit-up condition over a 25-day window.
• A rising 30-day moving average and a close above it serve as trend filters.
• The article warns that strong activity and recent rallies can also precede selling or elevated risk.
• No historical performance evidence is presented.

Tags

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