A-Share Momentum Screen Using Daily Moving Averages and a Weekly Golden Cross

Summary

This A-share screening method combines three technical conditions: daily price amplitude above 1, upward dispersion in the day’s moving averages, and a weekly crossover in which the five-period moving average rises above the ten-period average. The intended effect is to identify stocks with noticeable price movement and improving short- to medium-term trend characteristics. The post gives indicator formulas and a Python example, although the example includes additional filters that are not part of its final stated selection rule.

The article explains the rationale for the signals but presents no backtest, benchmark, or evidence of profitability. It notes that a small set of technical indicators may miss important market and company factors, and that short-term speculation can undermine the signals. Suggested improvements include adding fundamental, technical, and capital-flow inputs and reviewing the rules against actual trading conditions. These suggestions remain untested, and the post cautions against following temporary market moves blindly.

Key ideas

• The screen combines daily amplitude and rising moving-average conditions with a weekly five-over-ten moving-average crossover.
• The crossover is intended to capture an improving intermediate trend.
• The post supplies example formulas and code, but the code includes filters outside the stated final rule.
• No performance evidence is given, and the author notes the risk of simplistic indicators and short-term market noise.

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