Stock Screen Combining Turnover, Rising DEA, and Recent Price Surges

Summary

This Chinese stock-selection proposal filters for turnover between 3% and 12%, a rising DEA signal, and at least one daily gain of 10% or more during the previous 25 trading sessions. The article presents these conditions as a combination of trading activity, trend direction, and evidence of a recent sharp move. It includes formula and Python examples for expressing the turnover band, the DEA condition, and the lookback count, as well as an exclusion for special-treatment stocks in one formulation.

The post does not report a backtest, sample, or measured returns, so its assertion that the combination may identify attractive stocks is not established by evidence here. It warns that the rule can miss quieter or range-bound shares and relies on a single-day surge as a limited measure of strength. It suggests incorporating broader price changes, moving averages, volume, and industry context. The stated DEA explanation and formula implementation may not align exactly, so users would need to verify the indicator definition before reproducing the screen.

Key ideas

• The screen requires turnover between 3% and 12%, a rising DEA condition, and a 10% daily gain at least once in the prior 25 sessions.
• The rules combine activity, a trend signal, and recent price momentum.
• The post provides example formulas but no backtest or performance evidence.
• A single sharp daily gain may be an incomplete measure, and the DEA definition should be checked against its implementation.

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