This strategy involves selecting stocks with turnover rates greater than or equal to 1.63%, short to margin ratios greater than or equal to 4.10%, and margin balance 5-day change ratios greater than or equal to 11.11% to maximize investment returns. 1. Turnover Rate (very significant): Stocks with high turnover rates indicate active trading and liquidity, providing opportunities for profit-taking and minimizing risk. 2. Short To Margin Ratio (moderately significant): A higher short to margin ratio suggests potential market inefficiencies and opportunities for short-term gains. 3. Margin Balance Daily Change Ratio (insignificant): While not a significant factor, monitoring margin balance daily changes can provide insights into investor sentiment and market trends. 4. Margin Balance 5 Day Change Ratio (very significant): Stocks with significant margin balance changes over a 5-day period may indicate strong buying or selling pressure, presenting trading opportunities for investors.