Stock Screening with Volatility, Weekly Momentum, and the 10-Day Average

Summary

This Chinese-language post proposes screening stocks by amplitude above a threshold, a positive weekly histogram condition, and an opening price near the 10-day moving average. It frames these filters as a way to combine price fluctuation with short-term upward movement. The post also offers example indicator and Python implementations, though their conditions do not clearly match the stated weekly and opening-price rules, making the intended screen difficult to reproduce exactly from the examples.

The author notes that the logic is technical-only and may omit fundamentally attractive companies. Suggested additions include valuation measures, quarterly data, or further indicators such as RSI. No backtest results or performance evidence are provided, and the article does not define precisely how close the opening price must be to the moving average. The rule should therefore be treated as an incomplete screening idea rather than a validated strategy.

Key ideas

• The proposed screen combines price amplitude, a positive weekly histogram, and an opening price near the 10-day average.
• The post presents sample implementations, but their conditions do not consistently reflect the written rules.
• The author identifies the lack of fundamental analysis as a limitation.
• No backtest or evidence of returns is supplied.

Tags

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