Stock Screening with Turnover, Profit Growth, and Early Uptrend Signals

Summary

This stock-selection note combines daily turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a loosely defined “main rise start” condition. The examples suggest representing that price condition through a recent high comparison; the Python illustration also looks for a sizable rise within a historical price window. Together, the filters aim to pair moderate trading activity and profit growth with signs of upward price movement.

The document offers implementation sketches but no backtest results or evidence of predictive performance. It says the upward-move criterion is vague and may miss candidates or identify signals unreliably. The examples also use specific historical data settings, and the note does not establish how to handle reporting delays, exits, or risk. It recommends refining the price rule and considering additional indicators such as RSI or DMI, while leaving the resulting strategy unvalidated.

Key ideas

• The screen selects turnover between 3% and 12% and annual profit growth within the stated range.
• It adds a price condition intended to identify the beginning of a sustained rise.
• The implementation examples approximate that condition using recent price highs or historical appreciation.
• The document provides no performance validation and describes the trend-start criterion as uncertain.

Tags

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