A-Share Screen Using Turnover, Rising DEA, and a Weekly Moving-Average Cross

Summary

This proposed A-share stock screen combines a turnover filter with short- and long-term technical conditions. It selects stocks with turnover between 3% and 12%, a rising DEA reading, and a weekly price moving-average crossover above a 30-week average. The post presents these conditions as a way to seek short-term upward momentum alongside a longer-term trend signal.

The article includes example formula and Python references, but the implementations are not fully aligned: the prose describes a weekly cross above the 30-week line, while the examples use differing moving-average conditions and do not clearly implement that same weekly crossover. No backtest results or performance evidence are provided. The author notes that the screen may miss smaller companies with potential and that sharp market swings can affect its selection quality. Possible refinements include adding fundamental or market filters and combining other indicators such as RSI; these suggestions are not evaluated.

Key ideas

• The screen filters A-shares for turnover between 3% and 12%.
• It combines a rising DEA condition with a weekly moving-average crossover intended to capture short- and long-term strength.
• The formula and Python examples do not clearly match the stated weekly crossover rule.
• The article offers no backtest or performance evidence for the screen.
• The author suggests adding fundamental or market conditions and other indicators, while noting the screen may miss smaller firms and be affected by market volatility.

Tags

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