A Stock Screen Combining Capital Strength, Weekly Crossovers, and Company Size

Summary

The document proposes a China stock screen that ranks companies by capital strength, using measures such as turnover or trading value, and looks for a weekly MA5 crossover above MA10. Its initial concept also calls for market capitalization below 10 billion yuan and a history without losses. The discussion interprets strong capital activity as investor attention and the weekly crossover as a sign of upward short-term trend, while noting that small companies may have growth potential.

The suggested revised logic changes the size range to 10–50 billion yuan and adds a quarterly MA30 crossover above MA60. The text raises risks including potentially manipulated activity measures, the limited horizon of weekly signals, and excluding larger companies. It suggests broader valuation measures and longer trend periods. The revised criteria do not retain the original no-loss requirement, and the document provides no operational definitions or backtest evidence, so performance remains unsubstantiated.

Key ideas

• The proposed screen ranks stocks by turnover or trading value and selects those with stronger capital activity.
• A weekly MA5 crossing above MA10 is used as a short-term trend filter.
• The initial concept pairs a market-cap ceiling of 10 billion yuan with a no-loss history requirement.
• The revised screen proposes a 10–50 billion yuan market-cap range and a quarterly MA30/MA60 bullish crossover.
• The document identifies signal manipulation and limited evidence, and supplies no performance results.

Tags

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