A-Share Screen for Weekly MA Crossovers and Recent Limit-Up Moves

Summary

This A-share stock screen combines three conditions: daily price amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move during the past month. It treats volatility, a developing weekly trend, and a recent sharp price advance as signs of possible upside potential. The document also sketches indicator logic and a Python selection workflow, though the sample implementation does not clearly or consistently encode every stated condition.

The author cautions that fast price appreciation, market conditions, and individual-stock risks can undermine the screen, and that a limit-up move does not establish improving underlying value. Suggested refinements include adding fundamental analysis, other technical indicators, and more precise price-movement filters. No backtest results or performance evidence are provided, so the criteria are a screening hypothesis rather than a demonstrated strategy.

Key ideas

• The screen requires daily amplitude above 1% and a weekly five-period moving average crossing above the ten-period average.
• It also requires a limit-up event within the prior month.
• The rationale combines volatility, trend direction, and recent price strength as candidate signals.
• A limit-up move alone does not show that a stock’s fundamental value has improved.
• The document recommends adding fundamental and technical filters, but 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.