Chinese Stock Screen: Weekly MA Crossover and Revenue Growth

Summary

This stock-selection proposal combines a volatility filter, a weekly moving-average crossover, and historical revenue growth. It seeks stocks with an amplitude above one, a weekly five-period moving average crossing above the ten-period average, and 2021 revenue more than 1.1 times 2018 revenue. The article presents this as a way to combine price trend and business growth when selecting candidates for further review.

The source includes indicator-formula references and sample Python screening logic, but these do not establish that the rules were tested successfully. It also acknowledges gaps: revenue alone does not describe profitability or balance-sheet health, and a short-term approach may generate frequent trades. It suggests adding valuation, leverage, cash-flow, and other business measures and moderating trading frequency. The selection conditions are therefore a screening recipe, not a complete investment process; the article provides no returns, benchmark, or risk statistics.

Key ideas

• The screen requires amplitude above one and a weekly five-period average crossing above the ten-period average.
• It also requires 2021 revenue to exceed 1.1 times 2018 revenue.
• The approach combines a price-trend condition with a historical revenue-growth filter.
• The article notes that revenue omits profitability and financial structure.
• No backtest results or risk-adjusted performance evidence are provided.

Tags

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