SuperMind 反包 Screen on A-Share Large Caps: Close Re-Crosses Above MA20 While MA20 > MA120 Within 10 Sessions of a Five-MA Squeeze (32 pre-2016 CNEQ large caps, 1-DAY, long-only, next-open fills, 15-session clock + 8% stop)

Derived by the Research Lead from 同花顺 SuperMind / 神盾局量子研究部, '(iwencai量化)反包_、20日均线大于120日均线、至少5根均线重合的股票' (https://quant.10jqka.com.cn/view/article/28986, sections '最终的选股逻辑' and 'python代码参考'): the source gives three screen conditions and no exits, sizing or universe, so this is a distilled test, not the author's strategy. KEPT FROM THE SOURCE: (1) SMA20 > SMA120 (short trend leads the long trend); (2) 'at least 5 moving averages coincide'; (3) 反包 = after a short pullback the stock rises again, which the source code defines as close[-1] > MA20[-1] and close[-2] < MA20[-2]. Source defaults 20/120 are the baseline. CORRECTED/CHOSEN BY THE RESEARCH LEAD: the source code's 'coincidence' test counts bars where float MA20 == MA120 exactly, which almost never fires and contradicts condition (1); we use the standard 均线粘合 reading with the five MAs the article itself suggests adding (5,10,20,30,60 simple MAs): the squeeze holds on a session when (max - min of the five SMAs) / close <= squeeze_band (baseline 3%), and it must have held on at least one of the last squeeze_window (baseline 10) sessions including the signal day. Exits (15-session clock, regime exit, 8% protective stop), sizing and the universe are our standard choices. The source's iwencai '市值小于100亿' line is a template placeholder with no market data link here and is not used; its QR-code image (S2) failed to load and was not read. Market: the source screens Chinese A-shares, so the test runs on CNEQ (SSE/SZSE, CASH, long-only, ~0.05%/side blended incl. sell-side stamp duty, 2 bp half spread, data from 2018-01). UNIVERSE (fixed before any return was looked at): the 32 largest names in config/cn_equities_universe.txt that were listed before 2016 and have bars from 2018-01: 600519, 601318, 600036, 601398, 601939, 601988, 601288, 600000, 600016, 601166, 601328, 600030, 601688, 601601, 601628, 600276, 600887, 000858, 000568, 000333, 000651, 600690, 002415, 002475, 002594, 601012, 601899, 600309, 600585, 600900, 000063, 002230 (all .CNEQ). SURVIVORSHIP CAVEAT: the platform holds no point-in-time CSI index membership for CNEQ, so this basket is chosen from today's large caps; the bias is limited by requiring pre-2016 listings (no post-sample IPOs) but not removed, and the analyst should compare against an equal-weight buy-and-hold of the same 32 names over the same window. Prior art differs: the abandoned SuperMind '60开头/KDJ金叉/五均线收敛' run tested 5 stocks with a KDJ trigger and KDJ exit (61 trades); this uses the MA20 re-cross trigger, the MA20>MA120 regime and a 32-name panel for an adequate sample. Execution: decisions on the daily close; market orders fill at the next session's open (next_open_fill, supported). 100-share board lots (A-share rule; entries round down). The 8% protective stop is a submit_stop_order on the session venue (stop_order_session_venue, supported): it rests from the next open and a gap through it fills at the open. Known modeling gaps: T+1 is respected by construction (no same-day exits), the ±10% daily price limit is not enforced by the engine.