Small-Cap Stock Screening with Turnover, Position Adds, and Profitability

Summary

This A-share screening proposal combines three conditions: market capitalization below 10 billion yuan, no reported losses, prior-day actual turnover between 3 and 28, and today’s position-addition share above 5%. The article interprets these as filters for smaller profitable companies with trading activity and potential institutional buying interest. It also proposes ranking candidates with a composite score and selecting the highest-ranked names.

The article warns that investor buying interest, turnover, and company size do not ensure returns, since each can shift with market conditions and sentiment. It recommends incorporating profitability and financial data, but its proposed scoring expression is not accompanied by backtest evidence or a clear validation method. The selection rules and score therefore remain an unverified screening idea; the document does not report realized results, trading costs, or risk-adjusted performance.

Key ideas

• The screen targets companies below 10 billion yuan in market value with no losses.
• It also applies prior-day turnover and same-day position-addition thresholds.
• The article proposes ranking candidates with a composite score and choosing the highest scores.
• The criteria do not guarantee returns, and the proposal provides no performance validation.

Tags

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