Stock Screening with Amplitude, Triple MA Crossovers, and 10-Day Returns

Summary

This stock screen combines daily amplitude above 1, simultaneous moving-average crossovers, and a 10-day return greater than zero but below 35%. It presents the crossover condition as a possible sign that a short- or medium-term uptrend is beginning, while the return filter excludes stocks with negative or sharply higher recent performance. The article includes indicator formulas and sample selection logic, but reports no backtest or performance evidence.

The explanation argues that combining price movement and recent gains may identify stocks with upside potential. It also acknowledges that the approach relies on a small set of technical signals, omits company fundamentals, and may overemphasize a short return window. Suggested refinements include adding valuation measures and examining returns over longer periods. The screen is therefore a technical selection heuristic, not evidence of future gains; the article also leaves crossover parameters unspecified in its formula reference.

Key ideas

• The screen requires amplitude above 1 and a 10-day return between zero and 35%.
• It uses three sequential moving-average crossover conditions as a possible trend signal.
• The article provides formulas and example selection logic but no measured strategy results.
• It warns that the screen omits fundamentals and may be too focused on short-term movement.
• Longer return windows and fundamental measures are suggested as possible additions.

Tags

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