Weekly MA Crossover Stock Screen with Amplitude and Float-Cap Filters

Summary

This Chinese stock-screening article describes a rule-based selection method combining daily price amplitude, a weekly moving-average crossover, and circulating market capitalization. It targets shares whose weekly five-period moving average crosses above the ten-period average, whose amplitude exceeds the stated threshold, and whose float capitalization is above the stated floor. The article presents these conditions as a way to find larger companies with an upward technical trend.

It provides indicator formulas and a sample Python screening outline, but no historical backtest, performance figures, or comparative evidence. The sample code’s moving averages appear to use daily closes even though the rule specifies weekly averages, and its amplitude threshold is expressed differently from the article’s rule. The author cautions that the screen relies on historical price and capitalization data and omits fundamentals, industry developments, and broader market conditions. It recommends adding those considerations before using the screen; the rules alone do not establish investment value or control risk.

Key ideas

• The screen combines price amplitude, a weekly five-period versus ten-period moving-average crossover, and a float-capitalization floor.
• The article interprets the crossover as an upward trend signal and larger float capitalization as a possible stability filter.
• It gives formulas and sample screening code but reports no backtest or strategy performance evidence.
• The screen omits company fundamentals, industry trends, and market conditions, which may materially affect results.

Tags

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