A-Share Screen Using Weekly Moving-Average Crossovers and Past Limit-Ups
Summary
This Chinese stock-selection screen combines three conditions: rank stocks among the top 100 by volume ratio, require a weekly five-period moving average to cross above the ten-period average, and require at least two limit-up sessions within the prior 500 days. The document interprets volume ratio as a measure of short-term funding interest, the moving-average crossover as a trend signal, and repeated limit-ups as evidence of past price explosiveness. It also describes the screen as a way to find stocks attracting attention with upward momentum.
The stated caveats are that volume ratio reflects short-term activity rather than sustained flows, and neither a bullish crossover nor prior limit-ups guarantee future gains. The suggested refinement is to incorporate longer-term flow measures such as turnover or trading volume. The post supplies rules and qualitative reasoning, but no backtest, benchmark, transaction-cost analysis, or evidence that the combined screen is profitable. Its ranking and signals should therefore be understood as candidate-selection heuristics.
Key ideas
- The screen ranks stocks by volume ratio and keeps the top 100.\nIt requires a weekly five-period average to cross above the ten-period average.\nIt selects stocks with at least two limit-up sessions in the previous 500 days.\nVolume ratio is a short-term activity measure and may not capture persistent flows.\nThe document offers no performance testing for the combined rules.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.