Skip to content
All library documents

Stock Screening by Turnover, Rising DEA, and Prior-Day Control Signals

Article SuperMind
Read the original

Summary

This Chinese A-share screening idea combines a turnover-rate band of 3% to 12%, a rising DEA signal, and a condition described as main-force control on the previous day. The article presents these filters as a mix of liquidity, short-term trend, and capital-activity considerations. It includes example indicator logic and a Python-style outline for applying turnover, DEA, and LC/CR conditions to a stock dataframe.

The document acknowledges that its proxy for main-force control is simplistic and may be inaccurate. It suggests adding other indicators, money-flow measures, and information from news or company announcements. It offers no backtest, portfolio construction rules, or performance evidence, so the screen’s predictive value and practical trading costs remain untested in the material provided.

Key ideas

  • The screen requires turnover between 3% and 12%.
  • It also requires a rising DEA reading and a prior-day main-force-control proxy.
  • The article recognizes that its control signal may be an unreliable simplification.
  • It suggests combining the screen with other technical, money-flow, and informational inputs.
  • No performance results or portfolio rules are supplied.

Tags

EquitiesTechnical indicatorsChina marketsMomentum

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