Minervini-Style Stock Trend Screening with Moving Average Stops

Summary

This strategy adapts a Mark Minervini-style stock screen into rule-based trend entries. It requires price to be above the 50-, 150-, and 200-day averages, with the averages ordered to support an uptrend and the 200-day average rising versus about a month earlier. Price must also be at least 25% above its 52-week low and within 25% of its high. When the conditions align, the system enters long; it closes when price is 5% below the position’s average entry or 10% above it.

The document explains the rationale, suggests testing other moving-average combinations and adding indicators, and identifies whipsaws and premature exits as risks. It supplies a BTC/USDT futures backtest configuration for roughly one year, but reports no performance results, so it does not establish profitability. The prose describes a stock-screening approach while the published configuration is for crypto futures. The source also uses 260-bar high and low lookbacks, which approximate a trading year only on daily bars; suitability depends on the chart timeframe.

Key ideas

• The long entry requires price above the 50-, 150-, and 200-day averages, with the averages in a bullish order.
• The 200-day average must be rising, while price must be substantially above its 52-week low and near its high.
• The strategy exits at a 5% loss from entry or a 10% gain from entry.
• Moving averages can lag, and false breakouts or short-term pullbacks can trigger poor entries or exits.
• The published configuration gives a BTC/USDT futures test period but provides no performance statistics.

Tags

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