A-Share Screen Using an Upward 30-Day Average and Moving-Average Confluence
Summary
This proposed Chinese stock screen excludes Beijing-listed A-shares, requires the 30-day moving average to be rising, and looks for at least five moving averages to converge. The post presents moving-average alignment as a way to identify a visible bullish trend and suggests that excluding a smaller market segment may help avoid liquidity constraints. Its sample code illustrates some filters, but the stated rule and sample implementation do not fully match: the code compares only a few averages, and its 30-day condition compares the average with price rather than directly testing whether the average is rising.
The post warns that short-term alignment may reverse when the longer-term trend is down, and that low trading volume or poor market conditions can undermine results. It suggests adding longer moving averages, indicators such as MACD or RSI, and market-cap, industry, or location filters. No performance evidence is supplied, and the proposed criteria therefore remain an unvalidated screening idea.
Key ideas
- The proposed screen excludes Beijing-listed A-shares and requires a rising 30-day moving average.\nIt seeks stocks where at least five moving averages converge.\nThe sample code does not clearly implement all the stated criteria.\nShort-term moving-average patterns can reverse in a weaker long-term trend.\nThe post offers additional technical and company filters but reports no performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.