Chinese Stock Screen Combining Moving-Average Crosses and Float Size
Summary
This Chinese-language post describes a stock screen combining daily amplitude above one percent, three moving-average crossover conditions, and circulating shares no greater than 5.5 billion. It frames the method as a mix of technical signals and a float-size constraint, with the aim of finding shares showing upward momentum while limiting the size of the tradable float. The post includes formula and Python examples, but the crossover expression is not fully clear about whether all three moving averages must cross on the same day; the amplitude field and market-capacity units also need verification.
No backtest, performance record, or supporting statistical analysis is presented. The author notes that a small float alone says little about business quality and suggests adding company fundamentals such as valuation and revenue growth. Those proposed refinements are not specified or tested. The screen is therefore an illustrative filter whose thresholds and implementation should be checked against the intended market data before use.
Key ideas
- The screen combines a daily amplitude condition with moving-average crossover signals.
- It adds a circulating-share ceiling of 5.5 billion shares.
- The post does not provide backtest or performance evidence for the screen.
- A small float does not measure company quality, so the post suggests considering further fundamentals.
- The crossover expression and data-field units should be verified before implementation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.