Stock Screening with Volatility, Limit-Down Pricing, and a Weekly Moving Average

Summary

This post proposes a Chinese stock screen using three conditions: amplitude above one, a previous-day 9:15 matched price at the limit-down level, and a weekly price crossover of the 30-week moving average. It describes large amplitude as a source of opportunity, the opening-price condition as a possible indication of market sentiment, and the moving-average crossover as a sign of a longer-term upward trend. The post also shows platform-specific formula examples and a sample ranking by total market value. The author cautions that the screen omits company fundamentals and that technical indicators cannot reliably determine long-term direction on their own. Suggested additions include valuation and financial-statement measures, other technical indicators, stop-loss rules, and position controls. The post provides no historical test, realized returns, or evidence that the combination predicts gains. Its code examples include specialized functions, so implementation details and the exact meaning of the opening-price condition may depend on the data platform.

Key ideas

• The proposed screen combines stock amplitude, a previous-day opening-price condition, and a weekly moving-average crossover.
• The 30-week moving-average condition is intended to identify a longer-term upward trend.
• The post recommends adding fundamental measures and other technical signals.
• It also identifies stop-loss and position control as relevant risk measures.
• No performance evidence is presented, and the example formulas depend on platform-specific functions.

Tags

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