Stock Screening with Weekly Moving-Average Crossovers and Share-Size Filters

Summary

The document proposes a stock screen combining an amplitude threshold, a maximum circulating share count, and a weekly moving-average crossover. It presents these as ways to select more volatile stocks, limit the universe to smaller-cap names, and identify shares showing an upward technical signal. It also includes illustrative formula and Python examples, plus a suggested ranking by volume ratio. The code descriptions are not accompanied by a dataset, backtest, or performance evidence.

The source warns that the screen omits company fundamentals and that a moving-average crossover can be a short-term signal rather than evidence of a durable trend. It suggests combining technical measures with valuation or dividend data and potentially using machine learning, but does not demonstrate that these changes improve returns. The text also contains an inconsistency: its stated rule is a weekly price crossing above a 30-week average, while one formula example appears to test a moving average crossing its prior value. The exact implementation therefore needs verification before use.

Key ideas

• The proposed screen combines price amplitude, a circulating-share ceiling, and a weekly crossover above a 30-week average.
• The author associates the filters with volatility, smaller share counts, and an upward price trend.
• The document suggests ranking qualifying stocks by volume ratio but presents no results from a test.
• Fundamental data and additional indicators are suggested as possible complements.
• The formula examples do not align perfectly with the stated crossover rule, so implementation details should be checked.

Tags

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