A-Share Stock Screening with Volatility and Rising Moving Averages
Summary
This document describes a Chinese A-share screening approach that combines daily price range with a rising-trend signal, while excluding Beijing-listed stocks. Its proposed filters include a price above selected moving averages and, in an expanded version, a price close to its 60-day average. It also suggests adding valuation checks and company or industry research, then using stop-loss and profit-taking controls. The article presents example indicator and Python implementations, but they do not fully match: the initial description centers on a “main rise start” indicator, while the Python example uses stacked moving averages and additional valuation filters.
No performance results or backtest evidence are reported. The article itself notes that technical signals can miss fundamentals and may confuse a short rebound with a durable trend. Its examples also leave implementation details unclear, so the screening rules would need careful definition and testing before use.
Key ideas
- The initial screen combines a daily range threshold with an exclusion for Beijing-listed shares.
- A trend signal can be represented by moving averages in rising order and price above selected averages.
- An expanded version proposes proximity to a longer-term average and positive valuation filters.
- The article recommends combining technical filters with company, industry, and risk-management checks.
- The implementations differ, and the document supplies no evidence of tested performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.