A-Share Screen for Positive MACD, Low Price, and Excluding Beijing

Summary

The document describes a Chinese A-share stock screen using three conditions: MACD above its zero line, closing price below 12 yuan, and exclusion of companies assigned to Beijing. It presents these filters as a way to identify technically strong, lower-priced candidates while narrowing the regional universe. A Python example applies the conditions to historical stock data and sorts the selected names by a popularity field.

The post offers no backtest results or evidence that the screen improves returns or reduces risk. It acknowledges that the filters omit broader market direction and industry cycles, and that the geographic restriction can exclude potential candidates. The supplied examples are implementation references rather than a complete, validated strategy: they do not specify portfolio construction, entry and exit rules, transaction costs, or risk controls. The price threshold and regional rule are particular choices that would need independent evaluation before use.

Key ideas

• The screen selects A-shares with MACD above zero and closing prices below 12 yuan.
• It excludes stocks classified as belonging to Beijing.
• The example ranks filtered stocks by a popularity measure.
• The post gives no performance tests, portfolio rules, or risk controls.
• Market direction, industry cycles, and a restricted universe are noted limitations.

Tags

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