Stock Screening with Turnover, Recent 龙虎榜 Activity, and Limit-Ups

Summary

This Chinese-market screening idea combines a turnover ratio between 3% and 12%, appearance on the prior day’s 龙虎榜 (a public list of unusual trading activity), and at least two limit-up occurrences within the past 500 days. It also requires the stock to have been listed for more than a year. The post presents these conditions as a way to combine liquidity, recent market attention, and historical price movement, and gives formula and Python examples for expressing the screen.

The document provides no performance results or backtest evidence. It cautions that the rules focus on surface market and price features while omitting company fundamentals, and that the historical limit-up requirement may exclude candidates. It suggests adding fundamental measures and adjusting the thresholds, but does not specify or test an improved model. The listed conditions are a screening recipe, not a complete trading system with entry, exit, or risk rules.

Key ideas

• The screen requires turnover between 3% and 12%.\nIt selects stocks that appeared on the prior day’s unusual-trading list.\nIt requires at least two limit-up events over the preceding 500 days and more than a year since listing.\nThe post warns that the screen omits fundamental factors and may be too restrictive.\nNo empirical performance evidence is reported.

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