Chinese Stock Screening with Volatility, Control, Weekly MA Cross, and Fundamentals

Summary

The document presents a Chinese stock selection rule combining price behavior, a market control measure, a weekly moving average crossover, and fundamental filters. The initial screen looks for amplitude above one, a daily control reading above 21, and a weekly five-period moving average crossing above the ten-period average. Its rationale is to combine volatility, a flow-related signal, and a technical indication of improving intermediate trend.

The expanded version adds market capitalization above 5 billion, price-to-earnings below 50, PEG below 2, and positive annual net profit growth. Example formulas and Python-style pseudocode illustrate how to screen, check the weekly crossover, and rank qualifying stocks by recent daily price change. The author identifies dependence on historical data, insufficient risk controls, and overreliance on technical factors as limitations, and suggests adding fundamental analysis and monitoring market changes. No backtest results or risk-adjusted performance evidence are supplied, and the measures and thresholds may depend on data definitions and implementation choices.

Key ideas

• The initial screen combines amplitude, a daily control reading, and a bullish weekly moving average crossover.
• The expanded rule adds market capitalization, valuation, and net profit growth requirements.
• Example implementations show screening stocks and sorting selected names by recent daily price change.
• The stated risks include stale historical signals, weak risk controls, and overemphasis on technical measures.
• The document offers no performance evidence, so the proposed thresholds remain unvalidated.

Tags

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