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EQUITIES CN SHCOMP
Shanghai Composite Trend
China's A-share market is policy-driven and volatile. This algo uses the 200-day MA with volume confirmation to filter out the noise. Only enters when both trend and participation are rising — reduces false breakouts....
Win Rate
52%
30 markets resolved
Backtest Return
31.2%
2-year backtest
Benchmark
24.6%
Shanghai Composite Buy-and-Hold
Alpha vs Benchmark
+6.6%
2-year period
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Long when price > 200-day MA and volume expanding. Exit on MA cross below.
China's A-share market is policy-driven and volatile. This algo uses the 200-day MA with volume confirmation to filter out the noise. Only enters when both trend and participation are rising — reduces false breakouts.
Asset SHCOMP
Benchmark Shanghai Composite Buy-and-Hold
Data Source Shanghai Stock Exchange
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
trendShanghaiChina200MA