Stock Screening with Three Moving-Average Crossovers and a Lower Low

Summary

This Chinese-language post describes a stock screen that combines daily amplitude above a threshold, three moving-average crossovers, and a current-day low below the previous day’s low. It presents the lower low as a possible sign that a pullback has run its course, while treating the simultaneous crossovers as a technical selection condition. The post also suggests considering company fundamentals, policy conditions, and industry trends alongside the screen.

It provides formula-style and Python examples, but no backtest, performance results, or evidence that the conditions predict gains. The examples have implementation ambiguities: the prose refers to amplitude, while the Python condition uses turnover ratio, and the formula’s crossover chain may not represent three averages crossing on the same bar in an intuitive way. The proposed interpretation of a lower low as a completed pullback is speculative. The post cautions that technical screening omits important market and company factors, so the conditions should be treated as a filter rather than a complete investment method.

Key ideas

• The screen combines an amplitude threshold with three moving-average crossover conditions.
• It also requires the current low to be below the previous day’s low.
• The post interprets a lower low as a possible sign of a completed pullback, but offers no supporting results.
• Its examples contain a mismatch between the stated amplitude condition and the Python turnover-ratio filter.
• The author recommends considering fundamentals, policy, and industry conditions alongside technical signals.

Tags

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