Weekly Stock Screen Using Volatility, Limit-Up Events, and Moving Averages

Summary

This A-share screening recipe combines price movement, past limit-up events, and a weekly moving-average crossover. It seeks stocks with an amplitude above 1%, at least two limit-up events within 500 days, and a five-period weekly moving average crossing above the ten-period average. The post interprets large amplitude and repeated limit-ups as signs of active price movement, while the crossover is used as confirmation of an upward short- to medium-term trend.

The document supplies formula and Python examples, but does not report a backtest, return statistics, or evidence that the conditions improve selection. Its examples also warrant implementation checks: the Python code uses weekly data and tests whether the averages are ordered at the latest point, which may not be identical to detecting a crossover; the 500-period rolling condition may not match the stated 500-day horizon. The author notes that technical filters omit company fundamentals and may fail amid adverse news or deteriorating results.

Key ideas

• The screen requires price amplitude above 1%, at least two limit-up events within 500 days, and a weekly five-period average crossing above the ten-period average.
• The moving-average crossover is intended to confirm an upward trend after volatility and limit-up activity filters.
• The strategy relies on technical data and does not assess company fundamentals.
• The post provides example implementations but no backtest or performance evidence.
• The code’s weekly observations and latest-average comparison may not exactly implement the stated day horizon and crossover event.

Tags

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