A-Share Screen Using Daily Range, Ten-Day Return, and Weekly Moving-Average Crossover

Summary

This post outlines an A-share screen using three technical conditions: daily price amplitude above a threshold, a positive but capped return over ten sessions, and a weekly crossover in which the five-week moving average rises above the ten-week average. The proposed logic combines recent movement with a medium-term trend signal, while limiting selection to stocks whose recent gains remain below a chosen ceiling. The post includes indicator and data-processing examples, but does not document a complete trading system, entry timing, exits, or portfolio rules.

The author warns that selected stocks can still fall sharply, that historical price behavior may not persist, and that moving-average crossovers can produce false signals. Suggested refinements include checking company fundamentals, adding other technical indicators, and adjusting filters or timing. No backtest results or comparative evidence are supplied, so the post describes a screening hypothesis rather than demonstrating an effective strategy. Implementation would also need consistent treatment of weekly bars and precise definitions of amplitude and crossover timing.

Key ideas

• The screen combines daily amplitude, a positive capped ten-session return, and a weekly moving-average crossover.
• The five-week average crossing above the ten-week average is used as a trend filter.
• The post warns that sharp losses and false crossover signals remain possible.
• It proposes adding fundamental and technical filters but reports no performance evidence.
• Weekly bar construction and signal timing need clear definitions for implementation.

Tags

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