Stock Screening with Turnover, Circulating Market Value, and a Weekly Bullish Candle

Summary

This A-share screening rule combines a turnover range of 3% to 12%, circulating market value from 1 billion to 55 billion yuan, and a bullish most-recent weekly candle. It mixes a trading-activity filter and a size constraint with a price-chart condition that the post treats as evidence of an upward trend. Formula and Python examples show how the author proposes to apply the filters.

The article offers no backtest, selected-stock examples, or measured results, so it does not establish that the screen improves returns or controls risk. It acknowledges that candle interpretation can be unreliable and suggests adding volume or other technical indicators, as well as periodically reviewing the rules. The implementation details also deserve scrutiny: the examples use different approaches to represent the weekly candle, and the turnover condition appears in the final written rule but not consistently across the snippets. The criteria therefore need verification against the intended data fields and timeframe before use.

Key ideas

• The screen combines a 3%–12% turnover range with a circulating market-value band of 1–55 billion yuan.
• It selects for a bullish candle on the latest weekly bar.
• The post provides formula and Python examples but no performance evaluation.
• The candle definition and its implementation should be checked for consistency.

Tags

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