Chinese Stock Screening with Moving Average Crosses and a Long-Term Trend Filter

Summary

This Chinese stock-screening proposal combines an amplitude filter, simultaneous bullish crosses among three moving averages, and a condition that the prior close be above its 250-day moving average. It presents the setup as a way to find stocks with recent indicator confirmation, a longer-term upward price position, and relatively high movement. Example formulas and Python-like reference logic are included, though the described conditions are not fully consistent: the prose says three technical indicators, while the formulas and sample use moving averages.

The document gives no historical performance, benchmark, or risk-adjusted evidence. It cautions that volatile market swings can undermine the selection and that technical filters omit industry and fundamental context. It suggests adding those forms of analysis, but does not specify how to combine them or provide a tested portfolio or execution plan. The screen is therefore a rule sketch, not a validated strategy.

Key ideas

• The screen combines amplitude, moving-average crossover, and a prior-close filter above the 250-day average.
• The formulas and sample logic focus on moving averages despite the text's reference to three technical indicators.
• The proposal supplies no backtest results or evidence of predictive performance.
• It notes that technical screening omits industry and fundamental factors.
• Additional analysis is suggested, but no integration method is defined.

Tags

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