Stock Screening with Amplitude, Weekly Moving-Average Crossover, and Rising Average

Summary

This post proposes screening stocks for amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and a rising thirty-day average. The crossover and rising-average conditions are intended to favor stocks with upward price momentum. The post cautions that the rules rely on recent technical behavior and omit company fundamentals, industry trends, and broader market conditions; it suggests adding those considerations and other indicators.

The accompanying formula and Python example do not cleanly implement the stated strategy. They use volume as the amplitude proxy, and the formula's crossover comparisons appear contradictory, while the Python version compares daily moving averages. The Python example also sorts qualifying stocks by circulating market capitalization. No historical test or outcome data is included, so the strategy's effectiveness is not established and the implementation details require checking before the screen can be evaluated.

Key ideas

• The stated screen combines amplitude above a threshold, a weekly five- and ten-period moving-average crossover, and a rising thirty-day average.
• The post presents the moving-average conditions as filters for upward trend and momentum.
• The examples use volume in place of amplitude and do not consistently match the stated weekly rules.
• The strategy omits fundamentals, industry context, and market conditions.
• No backtest results or other evidence of performance are given.

Tags

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