Chinese Stock Screening with Weekly Trend and Capital Inflow Signals
Summary
This post describes a stock selection screen based on a recent increase in reported position share, a weekly price crossing above its 30-week moving average, and a historical year criterion. The inflow measure is presented as evidence of investor interest, while the moving-average crossover is used to identify a longer-term upward trend. The author then proposes adding valuation checks and confirming technical conditions with a MACD signal and expanding Bollinger Bands.
The post gives formulas or directional conditions for several filters, but it offers no backtest, trade entry and exit plan, or performance evidence. Its treatment of a calendar-year filter as evidence of past strength is not supported with detail, and combining a price crossover with additional indicators may introduce lag or redundancy. The screen is best read as a sketch requiring precise definitions, data checks, and historical validation.
Key ideas
- The initial screen combines a position-share increase threshold with a weekly close crossing above its 30-week average.
- The post treats the crossing as a longer-term trend signal and capital growth as a sign of demand.
- The suggested refinement adds valuation filters and MACD and Bollinger conditions.
- No performance evidence or complete trading rules are provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.