Stock Screening with a Rising 30-Day Average and Three Moving-Average Crossovers
Summary
This Chinese-language post proposes screening stocks for amplitude above 1, simultaneous bullish crossovers among three moving averages, and an upward-trending 30-day average. It frames the criteria as combining price movement, technical signals, and a longer-term trend filter, then suggests selecting a stable subset of the qualifying stocks.
The post gives example indicator formulas and a Python sketch using 5-, 10-, 20-, and 30-day averages, although the prose and code do not precisely match: the code checks that the averages are ordered, rather than detecting crossover events or whether the 30-day average is rising. No backtest results or performance evidence are provided. The author flags reliance on technical signals and the possibility of drawdowns, and suggests adding volume, market capitalization, other indicators, or historical testing. The screen also omits fundamental and macroeconomic considerations, so its stated criteria alone do not establish robustness.
Key ideas
- The proposed screen combines amplitude above 1 with three bullish moving-average crossovers.
- It also requires the 30-day average to slope upward as a longer-term trend filter.
- The example code uses moving-average ordering as a proxy, which differs from explicit crossover checks.
- The post provides no performance evidence and notes that technical-only selection may overlook fundamentals and macro conditions.
- The author suggests additional filters and historical backtesting as possible refinements.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.