A-Share Screen Combining Morning Price Change, Weekly MACD, and Fund Flows

Summary

This post outlines a proposed Chinese stock screen combining a morning price-change limit, weekly MACD above zero, and a measure of net position increases above 5%. The text interprets the MACD condition as evidence of an upward longer-term trend and the position-increase measure as a sign of recent buying interest. It presents a relatively restrained morning rise as a possible entry context. These are the author’s interpretations; the post provides no data showing that the signals predict returns or identify attractive entries.

The rules are not stable across the document. The title and initial description refer to the 9:25 price change being below 6%, but the final selection logic instead mentions a closing price change below 5% and trading volume above 100,000 lots, then ends mid-sentence. It also recommends additional technical and market context without defining a complete procedure. There is no backtest, precise definition of the position-increase measure, execution plan, or risk sizing. The inconsistencies and missing details make the screen difficult to reproduce without further specification.

Key ideas

• The initial screen combines a 9:25 price-change ceiling, weekly MACD above zero, and position increases above 5%.
• The post treats position increases as a flow signal and weekly MACD as a trend filter.
• The final proposed rules differ from the opening description and are incomplete.
• No backtest or evidence is given to support the proposed signals.
• The position-increase measure and execution method are not precisely defined.

Tags

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