A-Share Screen Combining Turnover, Seven-Day Lows, and Moving Averages

Summary

This article describes a proposed stock screen requiring turnover between 3% and 12%, a closing price at a seven-day low, and moving averages ordered with the five-day average above the ten-day average and the ten-day above the thirty-day. The text frames the conditions as a way to identify stocks after a prolonged decline while looking for technical improvement. It includes formula and Python sketches, and suggests adding fundamental measures such as valuation.

The described conditions are not fully consistent: a close at a seven-day low does not itself prove seven consecutive down sessions, and the moving-average ordering is not the same as three indicators all producing golden crosses. The article gives no backtest or performance evidence and acknowledges that strict filters may exclude stocks. It also notes that combining several indicators calls for technical analysis and risk control. The screen should be treated as a rough proposal whose definitions and effectiveness need further validation.

Key ideas

• The proposed screen combines turnover between 3% and 12% with a close at a seven-day low.
• It also requires the five-day moving average to exceed the ten-day average, which must exceed the thirty-day average.
• A seven-day low does not necessarily mean the stock fell on each of the previous seven days.
• The moving-average ordering does not demonstrate that three indicators all generated golden crosses.
• The article reports no backtest and suggests adding fundamental filters and evaluating indicator choices quantitatively.

Tags

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