A-Share Screening with One-Year Listing History and Three Moving-Average Crossovers

Summary

This A-share screening proposal looks for a daily price range above 1%, a listing history longer than one year, and three moving-average crossovers occurring together. The illustrated signals are a close crossing above the five-day average, the five-day average crossing above the ten-day average, and the ten-day average crossing above the twenty-day average. The article says the activity and listing-age filters are meant to avoid very quiet shares and recently listed stocks, while the combined signals may reduce dependence on any single indicator.

It provides indicator formulas and sample code, but no backtest, observed results, or transaction rules. The author notes that the screen omits fundamentals, industry conditions, and macroeconomic factors, and that simultaneous crossovers can still give false signals. The code sample further narrows the universe to selected Shanghai-listed stocks and checks price movement relative to the prior close, so its implementation is narrower than the general description. The proposal is a technical screening recipe, not evidence of profitability.

Key ideas

• The screen requires a daily price range above 1% and more than one year of listing history.
• It seeks concurrent upward crossovers involving the five-, ten-, and twenty-day moving averages.
• The article argues that combining signals may reduce reliance on one indicator.
• It warns that fundamentals, industry conditions, and macro factors are omitted.
• No backtest or strategy performance evidence is reported.

Tags

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