A-Share Screen Using Weekly Moving-Average Crossovers and Share Float

Summary

This post describes a Chinese A-share selection rule that combines a minimum price-amplitude filter, a ceiling on freely tradable shares, and a weekly five-period moving average crossing above a ten-period moving average. The stated rationale is to find relatively active stocks with a potentially improving medium-term trend. It includes example formula and Python approaches, with a ranking step based on turnover when more names qualify than the desired selection size.

The post notes that the screen ignores company financials and broad market direction, and suggests adding fundamental checks, an index trend filter, and daily moving-average signals. It offers no backtest results or evidence that the crossover predicts gains. The code examples also leave practical details unclear, including whether the amplitude calculation uses prior-bar values and how daily versus weekly data are handled, so the rule requires careful implementation before evaluation.

Key ideas

• The screen combines price amplitude, a maximum freely tradable share count, and a weekly fast-over-slow moving-average crossover.
• A turnover ranking is proposed when the candidate set must be narrowed.
• The post identifies missing fundamental and market-regime filters as potential weaknesses.
• It provides no performance evidence, and the sample code leaves timeframe and calculation details open.

Tags

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