Weekly Moving Average Crossover Stock Screen with Fundamental Filters

Summary

The document describes a stock selection screen combining daily price amplitude with weekly chart signals. Its technical conditions are amplitude above 1, a positive weekly histogram, and a weekly MA5 crossing above MA10. It then proposes adding a price-to-earnings ratio below 20 and year-over-year net profit growth above 20%, and provides example implementations for a Chinese stock platform and Python-based research environment.

The article explains the intended interpretation: larger amplitude identifies more volatile stocks, a positive histogram suggests upward momentum, and a moving-average crossover signals a possible rising trend. It gives no backtest, performance results, or evidence that these conditions predict returns. The examples also differ in implementation details: the Python section evaluates recent daily MACD and moving averages, so it may not faithfully represent every stated weekly condition. The author cautions that a technical-only screen can be risky and suggests combining it with fundamentals and adapting it to market conditions.

Key ideas

• The screen combines amplitude above 1 with positive weekly histogram and a weekly MA5/MA10 bullish crossover.
• The proposed refinement adds a P/E ratio below 20 and year-over-year net profit growth above 20%.
• The document interprets the technical conditions as filters for volatility and possible upward momentum.
• The code examples are references and may require changes to match the intended weekly rules.
• No historical test or measured performance is provided.

Tags

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