Chinese Stock Screening with Amplitude, Weekly Moving Averages, and Momentum

Summary

This document describes a Chinese equity screening rule that combines daily price amplitude with weekly trend conditions. The stated criteria include amplitude above 1, price strength relative to a short moving average, a positive weekly return, and a bullish relationship between 13-period and 21-period averages. It also provides example implementations for a charting platform and Python, illustrating how the conditions might be calculated and combined.

The note offers no backtest, performance figures, or evidence that the screen predicts future returns. Its descriptions and code do not align perfectly: the narrative mentions a close crossing the week’s average, while the examples use other moving-average comparisons and crossover checks. The author cautions that technical signals omit company fundamentals and broader market conditions, and suggests adding those inputs. Data frequency, universe construction, execution rules, and treatment of transaction costs are not established, so the examples should be treated as an outline rather than a validated strategy.

Key ideas

• The screen combines price amplitude with moving-average and weekly momentum conditions.
• The narrative and sample implementations express some conditions differently.
• The document supplies example formulas but no backtest or performance evidence.
• Fundamental and market context are identified as missing considerations.

Tags

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