Chinese Stock Screen Using Amplitude, Trading-Rank Data, and a Weekly MA Crossover

Summary

This Chinese equity screening note combines amplitude above 1, an appearance on the prior day’s trading-rank list, and a weekly five-period moving average crossing above the ten-period average. It interprets high amplitude as a sign of short-term movement, trading-rank inclusion as a possible marker of speculative activity, and the crossover as an upward trend signal. The article provides formula and Python examples but no backtest results or evidence that the combination predicts gains.

The implementation examples have limitations: the formula refers to prior-day trading-rank activity, while the Python example uses a hard-coded trade date, and its moving-average condition checks whether the shorter average is above the longer one rather than detecting a fresh crossover. The note warns that simulated results may differ from live trading, trading-rank stocks can reflect unstable sentiment, and moving averages can lag or produce false signals. It suggests adding valuation or other fundamental measures and risk controls; no entry, exit, or position-sizing method is specified.

Key ideas

• The screen combines amplitude above 1, prior-day trading-rank inclusion, and a weekly short-over-long moving-average crossover.
• The article treats trading-rank inclusion as a possible sign of speculative interest, not proof of institutional conviction.
• The Python example uses a fixed date and tests moving-average ordering rather than a new crossover.
• The note cautions that backtests may not match live results and that sentiment and lagging indicators create risk.
• It recommends fundamental filters and risk controls but specifies no execution or sizing rules.

Tags

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