Stock Screening with Amplitude, Float Size, and Weekly Moving Averages

Summary

This community post presents a Chinese stock screen combining price amplitude above a threshold, a circulating share count cap, and a weekly bullish condition. Its example defines the bullish condition as the close being above several moving averages, then intersects the filters and ranks the remaining names by turnover. The rationale is to seek volatile, relatively smaller stocks that appear to be trending upward.

The article supplies indicator and Python examples, but it does not report a backtest, benchmark, transaction costs, or realized performance. It acknowledges that the weekly bullish label may be ambiguous, that technical filters omit company fundamentals, and that adding conditions may reduce the number of eligible stocks. It suggests combining technical and fundamental analysis and diversifying holdings. The thresholds and ranking rules are presented as a screening recipe, not evidence that the resulting stocks will outperform.

Key ideas

• The screen combines price amplitude, a cap on circulating shares, and a bullish moving average condition.
• The example defines the bullish condition by comparing the close with multiple moving averages.
• The remaining stocks are ranked using turnover in the provided implementation example.
• The post identifies ambiguity in the signal and the omission of fundamentals as limitations.
• No performance evidence is supplied, so the screen should be treated as a hypothesis for evaluation.

Tags

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