Stock Screening with Turnover, Rising DEA, and Weekly Positive Bars

Summary

This Chinese-language post describes an equity screening rule that combines daily turnover between 3% and 12%, a rising DEA condition, and a positive weekly bar. It presents the combination as a way to find actively traded stocks with signals that suggest upward momentum across daily and weekly timeframes. The post includes example indicator logic and a Python-style implementation, though the examples do not fully clarify how the weekly signal is calculated.

The explanation offers no backtest results or evidence that the screen is profitable. It notes that the weekly bar condition is ambiguous and that the screen can exclude stocks with higher turnover that fail this condition. It suggests adding other indicators and defining the weekly condition quantitatively, then validating it. The proposed rule is therefore a screening hypothesis; the post does not specify a complete portfolio, entry and exit plan, or risk controls.

Key ideas

• The screen selects stocks with turnover between 3% and 12%.\nIt requires the DEA condition to indicate rising momentum.\nA positive weekly bar is used as an additional trend filter.\nThe post acknowledges ambiguity in defining the weekly bar condition.\nIt provides example screening logic but no performance results or risk management rules.

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