Stock Screening by Turnover, Recent Limit-Ups, and Large Daily Gains

Summary

This post describes a Chinese stock screen requiring turnover between 3% and 12%, at least one limit-up event within a recent 25-day window, and at least one daily gain of 10% or more during the latest 25 trading days. It presents the conditions as a way to find actively traded stocks with strong recent price moves. Formula and Python examples are included, but they use different or unclear turnover and lookback calculations, so they may not implement the written criteria faithfully.

The article warns that a large single-day gain may reflect speculation or an isolated event and does not guarantee continued strength. It recommends adding other technical and volume-price measures, fundamental analysis, or machine-learning methods. No backtest results or performance data are given, and the proposed screen is not accompanied by entry, exit, or risk controls.

Key ideas

• The screen combines a turnover range with recent limit-up and large daily-gain conditions.
• The stated window for recent price events is 25 trading days.
• The code examples may not faithfully match the written screening rules.
• The post cautions that isolated sharp gains do not establish future performance.
• No returns, backtest, or risk-management rules are provided.

Tags

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