A-Share Screen for Rising Moving Averages and Moderate Recent Gains

Summary

This document describes a stock-selection screen combining daily price range, moving-average direction, and recent performance. It seeks shares with an amplitude above 1, upward-diverging moving averages, and a positive but bounded return over the prior ten days. The accompanying examples show ways to express related filters in a charting formula and a Python workflow.

The author frames the combination as a way to find stocks with short-term activity and an improving trend while avoiding names that have already risen too far. No backtest, performance figures, or comparison with other screens is provided. The stated risks include subjective selection, missing market conditions or themes, and overemphasis on short-term behavior during a prolonged decline. The sample implementations do not match every stated condition exactly: they use different moving-average logic and an absolute-return bound, so they should not be assumed to reproduce the described screen without review.

Key ideas

• The screen combines price amplitude, moving-average direction, and a ten-day return constraint.
• It aims to identify active stocks with an upward short-term trend and gains that remain within a chosen range.
• The document provides formula and Python examples, but no empirical performance evidence.
• The examples contain differences from the stated rules and may need adjustment before use.
• The author notes that market regime and omitted selection factors can lead to missed opportunities or biased selections.

Tags

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