Small-Cap Profitable Stocks with Volatility and Moving-Average Crossovers
Summary
This Chinese equities screen selects companies with intraday range of at least one percent, market capitalization no greater than 10 billion yuan, and positive net profit. It also requires three moving-average crossovers: the 5-day average above the 10-day, the 30-day above the 60-day, and the 120-day above the 240-day. The article interprets the range filter as a way to find active stocks, the size and profitability conditions as basic company screens, and the crossovers as possible signs of recovery.
The provided formula and sample code describe the filter, but the article reports no historical comparison, portfolio results, or evidence that the conditions generate returns. It cautions that crossovers are only indicators, that a focus on short-term volatility may overlook long-term trends and company fundamentals, and that three technical conditions may not capture investment quality. It recommends evaluating indicator performance historically and considering financial reports and industry context before selecting investments.
Key ideas
- The screen limits candidates by price range, market capitalization, and positive net profit.
- It requires crossovers across three short-, medium-, and long-horizon moving-average pairs.
- The article treats crossovers as possible signals rather than proof of investment value.
- It recommends historical evaluation and additional fundamental analysis, but reports no results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.