Screening Small, Profitable A-Shares with a Weekly Moving-Average Crossover

Summary

The document describes an A-share stock screen combining turnover, market capitalization, profitability, and a weekly price crossover. It selects companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, no losses, and a weekly close crossing above its 30-week moving average. The accompanying formula and Python example add details such as market-board and financial filters, then sort candidates by capitalization.

The post presents the crossover as a way to identify stocks with improving price trends and treats moderate capitalization and turnover as liquidity and size filters. It does not provide backtest results or evidence that these conditions produce returns. It also acknowledges that the screen emphasizes technical signals and may miss company fundamentals and macroeconomic effects. Its suggested refinement is to combine the price signal with fundamental, industry, and sentiment measures; these additions are proposed rather than demonstrated.

Key ideas

• The screen combines turnover, capitalization, profitability, and a weekly price signal.
• A candidate qualifies when its weekly close crosses above its 30-week moving average.
• The post proposes combining technical analysis with fundamental, industry, and sentiment factors.
• The document reports no performance test and warns that technical screening may omit fundamental and macroeconomic risks.

Tags

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