A-Share Screening with Weekly Moving-Average Crossovers and Regional Exclusion

Summary

This document describes an A-share stock screen that looks for amplitude above 1 and a weekly five-period moving average crossing above the ten-period average, while excluding Beijing-listed companies. It presents the crossover as a trend condition and amplitude as a way to select stocks with price movement. The article also includes Python-style example code, though its conditions do not fully match the stated weekly crossover screen.

The author notes that technical filters can miss company fundamentals and that a geographic exclusion may be overly restrictive. Suggested refinements include adding industry, seasonal, and financial measures, such as profit growth or return on equity, and reviewing filter settings. No backtest results or evidence of returns are provided, so the screen should be treated as a proposed selection rule rather than a validated strategy.

Key ideas

• The screen combines an amplitude threshold with a weekly five-period and ten-period moving-average crossover.
• It excludes Beijing-listed A-share companies.
• The accompanying code example does not implement the stated weekly crossover condition.
• The article recommends considering fundamentals, industry factors, and other filters alongside technical signals.
• No performance evidence is supplied.

Tags

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