Stock Screening with Turnover, Rising DEA, and an Arc-Shaped Price Filter

Summary

This Chinese-language post describes an equity screen combining turnover between 3% and 12%, a rising DEA condition, and a price pattern characterized as arc-shaped. The stated rationale is to seek stocks with some trading activity, improving technical conditions, and comparatively gradual price movement. It offers example formula and Python references, including an arc-related calculation and a filter that excludes halted and newly listed stocks in the formula example.

The post presents no backtest, sample, or performance evidence. It warns that the screen may miss volatile stocks with potential value, may select stocks subject to large-player manipulation, and relies on a subjective judgment of an arc-shaped pattern. It suggests adding further measures such as market capitalization and financial data, but does not define those rules or show that they improve results. The examples should therefore be treated as screening illustrations; the post’s description of DEA and the code’s implementation may not align fully, so users should verify the calculations before relying on them.

Key ideas

• The screen combines a turnover range of 3% to 12% with a rising DEA condition and an arc-shaped price filter.
• The stated goal is to identify active stocks with improving technical conditions and gradual price movement.
• The post warns that the arc pattern is subjective and that the screen may miss volatile stocks or select manipulated ones.
• It proposes adding market capitalization or financial measures but provides no evidence that these improve results.
• The formula and code examples should be checked for consistency before use.

Tags

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