Screening Stocks for Weekly Trend Crossovers and Trading Activity

Summary

This stock selection approach combines three filters: price amplitude above a threshold, a signal interpreted as main-force control on the prior day, and the weekly close crossing above its 30-week moving average. The stated aim is to find shares with noticeable movement and apparent large-player participation while requiring a longer-term upward trend. The document also gives a rough Python-style reference for screening stocks, though the code mixes platform-specific expressions and data fields and does not provide a complete, reproducible implementation.

The author cautions that emphasizing the long-term trend may weaken risk control and that the screen does not account adequately for fundamentals or broader market conditions. It may also omit fundamentally sound stocks with large short-term swings. Suggested refinements include adding indicators such as MACD or KDJ, considering fundamentals and market changes, and incorporating shorter-term behavior. No backtest results or evidence of profitability are presented, so the rules are a screening idea rather than a validated strategy.

Key ideas

• The screen requires amplitude above a threshold, prior-day main-force control, and a weekly close crossing above the 30-week average.
• The approach combines a movement filter with a longer-term trend condition.
• The author warns that the rules may overlook fundamentals and wider market conditions.
• Additional indicators and shorter-term information are suggested as possible refinements.
• The document provides no backtest evidence establishing performance.

Tags

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