Chinese Stock Screening with Weekly Moving Average Crossovers

Summary

This stock-selection approach combines a weekly MA5 crossover above MA10 with a turnover range of 3% to 12% and a circulating share count no greater than 5.5 billion. The article also presents a revised version that adds market capitalization and earnings-growth considerations, including recent quarterly growth compared with the industry average. Its central idea is to pair a short-term trend signal with liquidity and company filters.

The document gives no backtest results or performance evidence for the combined rules. It warns that relying on a single technical signal can miss other candidates and expose the screen to volatile or weakening stocks. It recommends updating the criteria as market conditions change and considering growth and valuation alongside the crossover. The additional fundamental filters are suggestions rather than a fully specified, tested strategy, and the article does not define position sizing, exits, or transaction-cost assumptions.

Key ideas

• The initial screen requires weekly MA5 to cross above MA10.
• It limits turnover to 3%–12% and circulating shares to at most 5.5 billion.
• A revised version adds market capitalization and earnings-growth criteria.
• The article cautions that a moving-average signal alone can select volatile or declining stocks.
• No backtest or measured performance for the proposed screen is provided.

Tags

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