A-Share Screen Combining Moving-Average Convergence and Large-Order Flows
Summary
This A-share stock selection proposal combines convergence among multiple moving averages with a ranking based on large-order net volume. The document’s refined screen calls for at least six averages, spanning 5 to 90 days, and inclusion among the top 100 stocks by large-order net flow. It then proposes comparing quarterly and annual performance measures using 2021 data, favoring stocks with stronger average gains on both horizons.
The article explains moving averages as trend indicators and treats positive large-order net flow as a possible sign of buying pressure. It offers no backtest or performance evidence, and its sample period is historical rather than current. It also warns that moving-average convergence may miss longer trends and that order-flow rankings can reflect temporary sentiment or capital movement. The examples do not fully specify how convergence or the return comparisons should be calculated, so the screen is not a complete, reproducible strategy.
Key ideas
- The proposed screen looks for convergence among at least six moving averages from 5 to 90 days.\nIt ranks stocks by large-order net flow and keeps the top 100.\nIt proposes using quarterly and annual performance measures from 2021 to rank candidates.\nPositive large-order flow is presented as a possible sign of buying pressure, not as a reliable prediction.\nThe document provides no backtest and leaves calculation details underspecified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.