A-Share Momentum Screen Using MACD and Recent Limit-Ups

Summary

This post proposes selecting Chinese stocks whose MACD is above zero, that meet an unspecified company-type criterion, and that recorded a limit-up event within the previous 25 days. Positive net profit also appears in the cited screening formula and example. The rationale is to combine a positive trend signal and a recent sharp price advance with a basic profitability filter. A code example illustrates data retrieval and screening, but its operations do not clearly match every part of the written strategy.

The post gives no backtest, returns, benchmark, or evidence that the selected stocks sustain gains. It identifies market risk, changes in company fundamentals, and risks around limit-up events as concerns. It recommends adding financial-statement measures and further technical indicators, such as RSI, but does not test those additions. The company-type condition is not defined, and the examples contain implementation ambiguities, so the description is best read as a rough screening idea rather than a validated medium- or long-term strategy.

Key ideas

• The proposed screen requires MACD above zero and a limit-up event within the preceding 25 days.
• The written criteria also include company type, while the example formula adds positive net profit.
• The post provides code examples but no performance evidence or benchmark comparison.
• The company-type filter and some implementation details remain unclear.

Tags

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