Weekly Moving-Average Crossovers and Breakouts with an Amplitude Filter

Summary

This Chinese stock-screening proposal selects shares with an amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and the weekly close crossing above its 30-week average. The article frames the amplitude filter as a way to focus on more volatile stocks and the weekly moving-average conditions as signs of a possible upward move. It provides formula and Python examples and describes sorting qualifying shares by circulating market capitalization.

The post supplies no backtest or measured evidence for the signal’s effectiveness. It acknowledges that the rules rely on technical analysis and may overlook company fundamentals, while the broad amplitude threshold may not control risk well. The examples also appear inconsistent: the formula’s crossover condition compares moving averages with lagged values in a way that may not express the stated bullish cross, and the Python example checks daily data despite describing weekly conditions. The proposed remedy is to combine technical signals with fundamentals and define the amplitude range more carefully.

Key ideas

• The stated screen combines amplitude above 1 with weekly MA5-over-MA10 and close-over-30-week-average crossovers.
• The article interprets the volatility filter and moving-average crosses as candidate indicators of upward potential.
• Its examples sort selected stocks by circulating market capitalization but do not report backtest results.
• The post warns that technical filters omit fundamentals and that an unconstrained amplitude rule may not manage risk.
• The code examples may not faithfully implement the stated weekly crossover rules.

Tags

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