A-Share Screen Combining Price Amplitude, Weekly MACD, and Positive P/E

Summary

The document describes an A-share stock screen that combines daily price amplitude greater than one percent, a positive weekly MACD reading, and a positive price-to-earnings ratio. It frames the conditions as a blend of volatility, short-term upward momentum, and positive earnings. Example indicator and Python snippets illustrate how such filters might be represented, though the Python logic does not cleanly reproduce every stated condition.

The post offers no backtest, returns, or benchmark comparison. It cautions that these simple filters omit company quality, industry competition, policy influences, and other risks; high-amplitude stocks may also be more volatile. It suggests adding growth and market-share measures and applying risk controls, but supplies no tested optimization or position-sizing method. The screen is therefore a starting filter rather than evidence of a complete or validated strategy.

Key ideas

• The screen requires daily amplitude above one percent, positive weekly MACD, and positive P/E.
• The proposed logic combines a volatility filter with a momentum signal and a profitability screen.
• The examples show possible implementations, but the Python conditions do not fully match the stated weekly rule.
• The post provides no backtest or evidence that the screen earns positive returns.
• It identifies company, industry, policy, and volatility risks and suggests further filters and risk controls.

Tags

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