Ranking Stocks by Relative Volume and Moving-Average Alignment

Summary

This Chinese-language post describes an A-share screening idea that ranks stocks by volume ratio and keeps the top 100, then looks for an upward alignment of the 5-, 10-, and 20-day moving averages. It frames the volume measure as a proxy for strong capital inflows and the moving-average ordering as a sign of an established bullish trend. The post also applies a start-date filter beginning in 2021 and suggests adding a minimum inflow threshold, requiring price to remain above the averages, or limiting candidates by industry.

The write-up offers no performance data or tested results, and its explanation of the date filter is internally questionable: excluding stocks that performed poorly in 2020 does not itself establish future strength. Volume ratio is not a direct measure of net inflows, and moving-average screens can lag or miss reversals. The strategy description is incomplete, including a truncated final selection rule, so its execution and risk controls cannot be assessed.

Key ideas

• The screen ranks stocks by volume ratio and selects up to the top 100.
• It seeks a bullish moving-average order across the 5-, 10-, and 20-day averages.
• The post proposes a minimum volume-related threshold, a price-above-average condition, and an industry filter as possible refinements.
• The document gives no backtest evidence and leaves its final selection rule unfinished.

Tags

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