Weekly Moving-Average Crossover and Turnover Stock Screen
Summary
This Chinese equity screening note selects stocks using three stated conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and turnover between 3% and 12%. It presents the crossover as a trend signal and the turnover range as a way to favor stocks with some activity and liquidity. The note also includes charting-platform formula references and sample Python logic, though those examples are not a complete, verified implementation of the stated weekly screen.
No backtest, return series, or evidence of predictive performance is supplied. The screen uses technical and trading-activity measures and does not incorporate company fundamentals; market conditions and investor sentiment are also identified as risks. The author suggests combining the screen with other technical or fundamental measures and adjusting turnover controls, but gives no tested rules for doing so. It is best understood as a candidate selection rule for further analysis, not as evidence that the screened stocks will outperform or that the approach is suitable across market regimes.
Key ideas
- The selection rule combines amplitude, a weekly moving-average crossover, and a turnover band.
- The note interprets the crossover as a potential trend change and turnover as an activity filter.
- It provides formula and sample code references without a reported performance test.
- Fundamentals, market conditions, and sentiment remain outside the screen’s criteria.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.