Screening Shanghai-Listed Stocks with Weekly Moving Average Crossovers

Summary

This stock selection rule screens Shanghai-listed shares for a turnover rate in a stated range and a bullish crossover of the five-week moving average above the ten-week moving average. The post presents the crossover as a way to find stocks with improving recent price action. It also gives a Python example that retrieves stock data, calculates weekly moving averages, checks for a crossover between the latest two observations, and applies a turnover filter.

The post cautions that the screen omits company fundamentals and industry conditions, and that moving-average signals can lag market changes. It recommends adding other indicators or fundamental data and testing the approach historically. The example’s data retrieval uses a fixed trade date, so it illustrates a screening procedure rather than establishing that the rule is profitable or suitable across different periods. No performance results are reported.

Key ideas

• The screen combines a turnover-rate band with a weekly five-week versus ten-week moving-average crossover.
• The crossover condition checks whether the shorter average has moved above the longer average.
• The sample workflow filters Shanghai-listed stocks and checks the turnover condition using daily data.
• The post notes that the rule omits fundamentals and industry context and may react late to market changes.
• Historical testing and additional selection criteria are suggested, but no test results are supplied.

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