A-Share Screening with Intraday Activity and Weekly MA Crossovers

Summary

This A-share screening idea combines intraday market activity with a weekly trend condition. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher opening price, and a weekly five-period moving average crossing above the ten-period average. The rationale is that active trading and a positive open may identify liquid stocks with favorable short-term interest, while the moving-average crossover is intended to indicate an upward trend.

The document provides a screening formula reference and sample data-fetching code, but it reports no backtest or performance evidence. Its own risk discussion notes that the rules omit company fundamentals and may be vulnerable to abrupt market changes or noise from relying on simple indicators. It suggests adding other technical and fundamental filters, though it does not define or evaluate those additions. The criteria are therefore a candidate selection heuristic, not evidence of expected returns.

Key ideas

• The screen requires amplitude above 1 and current volume above 10,000 lots.
• It also selects stocks that open higher and have a weekly five-period average crossing above the ten-period average.
• The stated rationale combines market activity with a technical indication of an upward trend.
• The document provides no performance results and warns that fundamental problems and market shifts can undermine the screen.
• It proposes combining additional technical and fundamental measures, but does not test those refinements.

Tags

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