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Stock Screening with Turnover, Rising DEA, and Bollinger Bands

Article SuperMind
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Summary

This Chinese-language post describes a stock screen combining turnover, a rising DEA condition, and price location within Bollinger Bands. It selects shares with turnover between 3% and 12%, a bullish MACD-style DEA condition, and a close above the band midpoint but below the upper band. The post includes a formula reference and a Python-style outline for applying the filters.

The screen is presented as a way to find stocks with some trading activity and positive technical direction while price remains within the upper half of its recent range. The document offers no backtest statistics, benchmark comparison, or evidence that the selection predicts returns. Its description also cautions that it omits company fundamentals, industry conditions, and broader market context. The formula and code examples are references for implementing the stated screen, not proof of profitability.

Key ideas

  • The screen restricts stocks to a specified turnover range.
  • It uses a rising DEA condition as a directional filter.
  • It requires closing price to sit between the Bollinger midpoint and upper band.
  • The post supplies formula and code examples but no performance evidence.
  • Fundamental, industry, and macroeconomic factors are not included.

Tags

EquitiesTechnical indicatorsMomentum

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