Chinese Stock Screen Using Listing Age and Weekly Moving Average Crossovers

Summary

This Chinese equity selection rule combines amplitude above 1, a listing age greater than one year, and a weekly five-period moving average crossing above the ten-period average. The article presents the amplitude threshold as a way to favor more active stocks, the listing-age filter as a way to avoid newly listed shares, and the crossover as a signal of a potentially upward trend. It includes indicator formulas and a Python example intended to identify crossover candidates.

The article notes that market volatility, policy changes, and the limits of technical analysis can undermine the screen; it also points out that the rule omits company fundamentals. It suggests adding other technical and fundamental measures, as well as risk controls. The code does not clearly implement the stated weekly signal: its data request and moving-average calculations appear to use daily closes, and it does not explicitly enforce the listing-age condition. The document provides no backtest or performance evidence, so its selection logic is a hypothesis rather than a demonstrated strategy.

Key ideas

• The stated screen combines amplitude above 1, listing age greater than one year, and a weekly five-period average crossing above the ten-period average.
• The article frames the crossover as a possible upward-trend signal and the other filters as activity and listing-history screens.
• The sample code may calculate daily rather than weekly averages and does not clearly apply the listing-age condition.
• The source identifies market uncertainty and missing fundamental analysis as limitations.
• No backtest or performance evidence is provided.

Tags

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