A-Share Screen Combining Positive MACD, Rising Averages, and Recent Top-List Activity

Summary

This document outlines an A-share stock screen requiring MACD above zero, upward separation or alignment among moving averages, and appearance on the previous day’s market activity list known as the Dragon-Tiger List. The proposed interpretation is that positive MACD and rising averages indicate an upward trend, while the list condition may identify stocks drawing unusual volume or attention. Formula and Python examples are included, along with a proposed ranking by daily price change.

The method is presented as a simple selection rule, not as a tested strategy: the document reports no backtest or measured returns. It warns that the filters omit fundamentals and other technical information, that list inclusion may reflect unstable attention or manipulation, and that external events can affect outcomes. The examples also leave room for interpretation: “rising averages” is represented inconsistently, and the sample data handling may not establish that list membership occurred on the previous day. These details require verification before reproducing the screen.

Key ideas

• The screen combines positive MACD, rising moving averages, and prior-day Dragon-Tiger List membership.
• The list condition is intended to capture unusual trading activity or market attention.
• The examples propose ranking selected stocks by price change.
• The document reports no backtest or performance evidence.
• The moving-average and timing conditions need clarification in the provided examples.

Tags

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