A-Share Screen Combining Moving Average Clustering, Trading Activity, and Profitability

Summary

This post describes a proposed A-share stock screen combining three filters: at least five moving averages clustered together, appearance on the previous day’s notable trading list, and a market capitalization below 10 billion yuan with no reported losses. The accompanying explanation treats moving-average convergence as a sign of shared short- and medium-term direction, recent trading-list inclusion as a marker of activity, and profitability as a basic financial quality filter.

The post outlines a simple filtering sequence and flags risks from relying on technical and fundamental measures, including liquidity and volatility in smaller companies and possible failure in extreme markets. It suggests adding valuation and technical filters, but supplies no backtest results or evidence that the proposed signals predict returns. The sample code uses placeholder data functions, so it does not define how moving-average convergence, the trading list, or loss status are calculated in practice. Treat the screen as an idea for further testing rather than a validated strategy.

Key ideas

• The proposed screen combines moving-average clustering, recent inclusion on a notable trading list, limited market capitalization, and profitability.
• The post interprets clustered averages as alignment in short- and medium-term trends.
• It identifies liquidity and volatility as concerns for smaller companies.
• It suggests adding valuation measures and other technical indicators.
• The sample code relies on unspecified data functions and provides no performance evidence.

Tags

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