A-Share Screen Combining Moving Average Alignment and Revenue Growth
Summary
The post describes a stock screen for mainland Chinese A-shares that excludes Beijing-listed shares, looks for a stacked sequence of moving averages, and requires 2021 revenue to exceed 2018 revenue by a stated ratio. The moving-average condition is presented as a way to identify stocks with a strong trend, while the revenue comparison acts as a basic historical growth filter. The article also sketches adding valuation measures and revenue forecasts as further screening criteria.
No backtest results, benchmark comparison, or evidence of profitability are provided. The discussion cautions that historical revenue and price trends do not capture current fundamentals or future business conditions. Its sample code is only a rough reference and does not establish a complete executable strategy; the suggested valuation and forecast additions are not evaluated. The screen is therefore best understood as an idea for combining trend and fundamental filters, with substantial unanswered questions about data timing, survivorship bias, transaction costs, portfolio construction, and risk controls.
Key ideas
- The screen combines an ordered set of moving averages with a historical revenue-growth condition.
- It excludes Beijing-listed A-shares from its candidate universe.
- The author proposes valuation metrics and revenue forecasts as possible additional filters.
- The post presents no performance evidence, benchmark, or tested risk controls.
- Historical growth and trend signals may not reflect future fundamentals or returns.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.