A-Share Screen for Volatility, Recent Limit-Ups, and Negative MACD

Summary

This A-share stock screen selects stocks with daily amplitude above 1%, at least one limit-up in the prior 25 days, and a negative MACD DIF value from two days earlier. The document provides both indicator-formula and Python examples, with the latter applying the conditions to historical daily prices and returning matches sorted by closing price.

The rationale is to find active, volatile stocks that have recently attracted strong buying, while using the lagged MACD condition as a short-term weakness filter. The article warns that MACD can lag and that limit-ups may reflect speculation. It offers no backtest or performance evidence, and the screen omits fundamentals and other risk controls; the stated thresholds and indicator timing also depend on market data and implementation details.

Key ideas

• The screen requires daily high-low amplitude above 1%.\nAt least one limit-up must have occurred during the preceding 25 days.\nThe MACD DIF value from two days earlier must be below zero.\nThe article flags lagging indicators and speculative limit-up moves as risks.\nNo backtest results are provided.

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