Equity Screening with Weekly Breakouts and Liquidity Filters

Summary

This Chinese-language post describes a stock screen combining three conditions: amplitude above a stated threshold, previous-day trading value above a stated threshold, and the weekly price crossing above its 30-week moving average. It frames these as filters for price movement, liquidity, and a longer-term trend change, and includes an illustrative formula and Python example for applying them to weekly stock data.

The post does not report performance results or compare the screen with alternatives. It cautions that price and volume conditions alone omit broader market and company fundamentals, so selected stocks may be weak despite favorable-looking signals. It suggests adding valuation, additional technical indicators, industry context, and financial measures, but does not test those proposed improvements. The example’s weekly data and turnover field also make the meaning of the “previous day” condition unclear, so implementation details may need adjustment.

Key ideas

• The screen combines price amplitude, prior trading value, and a weekly close crossing above its 30-week moving average.
• The moving-average crossover is intended to identify a shift in the longer-term trend.
• The post provides an example implementation but no evidence of historical profitability.
• Price and volume filters do not account for company fundamentals or wider market conditions.
• Additional valuation, technical, industry, and financial measures are suggested as possible refinements.

Tags

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