A-Share Screen Using Price Amplitude and a 30-Week Moving Average Crossover

Summary

This stock-selection rule screens out Beijing-listed shares, keeps stocks with price amplitude above 1%, and looks for a weekly close crossing above its 30-week moving average. The document describes the rule in plain language and gives example implementations for a Chinese stock-selection platform and Python. It presents the crossover as a trend signal and the amplitude filter as a way to focus on more volatile stocks.

The article cautions that technical signals can be false, that a trend filter may overlook company fundamentals, and that higher-amplitude shares may carry greater risk. It suggests combining technical analysis with fundamental and sentiment information, checking signals, and controlling exposure across stocks. No backtest results or performance evidence are supplied, and the sample formula’s board and region filters are not fully consistent with the prose description. Treat the selection rule as an illustrative screen, not a validated strategy.

Key ideas

• The screen excludes Beijing shares and requires amplitude above 1%.
• It seeks a weekly close crossing above a 30-week moving average.
• The article provides example implementations but does not report backtest performance.
• The author warns that technical signals can fail and volatile stocks may be riskier.
• The suggestions include adding other information sources and limiting concentration risk.

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