A-Share Screen for Weekly MA Crossovers and Three Limit-Up Days

Summary

This A-share stock screen combines a daily price-range condition, a weekly moving-average crossover, and a recent three-day limit-up pattern. The accompanying explanation frames it as a speculative way to find stocks with strong price momentum, and recommends adding fundamental or technical filters to refine the candidates. The post also describes using a stock screener and provides an example implementation outline.

The evidence is a description of the screening rules and sample code, not a reported backtest or performance analysis. The code does not clearly implement the stated conditions: it checks whether the five-week average is above the ten-week average rather than verifying a crossover, and its daily price checks do not establish three consecutive limit-up closes. The post itself warns that the approach lacks long-term fundamental analysis and carries market and individual-stock risk. Results may also depend on how limit-up events, trading calendars, and the range threshold are defined.

Key ideas

• The proposed screen combines price range, weekly moving averages, and a recent three-day limit-up pattern.\nThe post presents the method as speculative and suggests adding fundamental or technical filters.\nThe example code checks a moving-average relationship but does not clearly test for a crossover.\nThe code's limit-up checks do not clearly establish three consecutive limit-up sessions.\nNo backtest results are provided, and the post flags market and stock-specific risk.

Tags

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