A-Share Screen Using Weekly Moving Averages and Daily Strength

Summary

This A-share stock screen combines a volatility condition, a weekly moving-average crossover, and positive daily price action. It seeks stocks with amplitude above 1, a weekly MA5 crossing above MA10, and a daily gain greater than 1%, while restricting the universe to main-board listings. The document frames the combination as a short-term selection method: volatility identifies active stocks, the crossover indicates an upward trend, and the daily gain adds a recent momentum filter.

The article provides indicator formulas and example code, but no historical performance, transaction costs, or out-of-sample results. Its explanation also contains implementation ambiguity: the described amplitude condition is represented as volume greater than 1 in the code, and the displayed crossover formula may not reliably identify a true crossing event. The author notes that the screen can miss company fundamentals and may select temporary rebounds, and suggests adding fundamental and valuation measures. These caveats make the rules a screening example rather than evidence of an investable edge.

Key ideas

• The screen combines a volatility threshold, a weekly MA5/MA10 bullish crossover, and a daily gain above 1%.
• It limits candidates to main-board stocks and is presented for short-term selection.
• The example code uses volume where the written rule refers to amplitude, creating an implementation mismatch.
• The article warns that technical filters may select short-lived rebounds and omit company fundamentals.
• No backtest results or evidence of profitability are supplied.

Tags

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