A-Share Screen Using Moving-Average Confluence, Price, and Profitability

Summary

This document outlines an A-share stock screen built around five moving averages, a share-price threshold, market capitalization, and positive earnings. It describes the overlap of five averages as a way to favor comparatively stable prices, then adds size and profitability filters. Suggested additions include an industry outlook screen and a MACD condition.

The article provides illustrative screening logic but no backtest, performance figures, or evidence that the conditions predict returns. Its code and prose are not fully consistent: the stated market-cap ceiling and price condition differ from parts of the sample code, and the moving-average check tests data availability rather than whether the averages actually converge. The screen also lacks defined entry, exit, and portfolio risk rules, so it is a preliminary selection idea rather than a complete trading strategy.

Key ideas

• The proposed screen combines moving-average confluence with price, market-cap, and profitability filters.
• The article suggests adding industry outlook and a positive MACD reading as optional filters.
• The sample logic does not clearly implement the claimed moving-average convergence condition.
• The document gives no backtest evidence or rules for entries, exits, or portfolio risk.

Tags

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