Shanghai Stock Selection Using BIAS and Fundamental Filters
Summary
The post outlines a backtest universe and screening approach for an A-share strategy. It uses the Shanghai Composite as its benchmark and excludes suspended stocks, special-treatment stocks, and recent listings. The remaining stocks must meet filters for recent price performance, turnover, earnings per share, and total market capitalization, then are ranked by circulating market capitalization from smallest to largest.
The post labels the strategy as BIAS-based and multi-factor, but does not explain the BIAS calculation, specify entry or exit rules, or show the referenced return curve. It therefore documents a candidate stock-selection recipe rather than a reproducible full strategy. The stated screens and ranking can guide a backtest, but the text provides no performance results, transaction-cost assumptions, portfolio construction details, or evidence that the approach generalizes beyond its unspecified test setup.
Key ideas
- The proposed universe excludes suspended shares, special-treatment shares, and newly listed stocks.
- Screening combines recent returns, turnover, earnings per share, and total market capitalization.
- Eligible stocks are ordered by circulating market capitalization from low to high.
- The post names a BIAS strategy but omits its calculation, trading rules, and backtest results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.