Screening Equities with Weekly MA Crossovers, Amplitude, and Popularity

Summary

This Chinese-language note describes an equity screening rule combining daily price amplitude, a weekly moving-average crossover, and a ranking by stock heat. It selects stocks with amplitude above 1% and a weekly five-period moving average crossing above the ten-period average, then orders candidates by a heat measure. The stated rationale is that the crossover may indicate an uptrend and high attention may signal active market interest.

The note provides a formula sketch and sample Python using market data, but it does not report a backtest, performance figures, or a precise operational definition of heat. Its example heat calculation uses circulating market capitalization, which may not represent investor attention as described, and the weekly crossover condition is not clearly implemented in the code. The author cautions that high-ranked stocks may still be unsuitable and recommends further analysis, including fundamental measures such as profitability and earnings growth.

Key ideas

• The screen combines amplitude above 1% with a weekly five-period moving average crossing above the ten-period average.
• Candidates are ranked from higher to lower stock heat, which the note associates with market attention.
• The note gives formula and Python examples but provides no reported performance evidence.
• Its heat measure and sample implementation have ambiguities that require validation.
• The author suggests adding fundamental indicators and researching candidates individually.

Tags

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