Screening Stocks with Price Amplitude, Dividend Yield, and Weekly MA Crossovers

Summary

The post proposes a stock screen combining three conditions: price amplitude above 1%, a 2019 dividend yield above 25%, and a weekly five-period moving average crossing above the ten-period average. The first condition selects stocks with a minimum intraday range, the second favors high dividend yield, and the moving-average crossover is intended as a technical timing signal. The document includes example expressions for a stock screener and a Python workflow that obtains market data, computes the conditions, and filters candidates.

It warns that unusual market moves and concentrated industry or company exposure may affect results, and that historical selection criteria do not guarantee future performance. The examples also need careful review: the prose describes a bullish weekly crossover, but the Python comparison of the prior and latest averages appears reversed for that interpretation. The post offers no backtest results, treatment of data timing or survivorship, or transaction-cost analysis, so the screen is a starting specification rather than validated evidence of an investable edge.

Key ideas

• The proposed screen combines intraday amplitude above 1%, 2019 dividend yield above 25%, and a weekly moving-average crossover.
• The crossover uses weekly five-period and ten-period moving averages as a technical timing condition.
• The article supplies example screening and Python workflows, but no performance results.
• Its Python crossover comparison appears inconsistent with the bullish crossover described in the prose.
• Historical screening conditions do not ensure future returns and may expose users to market and concentration risks.

Tags

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