A-Share Screen Using Amplitude, a Moving-Average Break, and Prior MACD

Summary

This note outlines an A-share stock-selection rule requiring amplitude above 1, a close above a weekly moving average, and a MACD reading below zero two days earlier. The post interprets the amplitude condition as selecting volatile stocks, the moving-average condition as an emerging upward move, and the earlier negative MACD as a possible sign of short-term weakness preceding a rebound. It includes formula descriptions and a Python example, but provides no backtest or evidence that the combination predicts returns.

The author warns that technical-only screening can ignore company fundamentals and macroeconomic changes, and that a rule may suit only some market periods. Suggested refinements include fundamental and macro analysis, more careful indicator parameters, and explicit stop-loss and profit-taking levels. The rationale is a hypothesis about trend and potential reversal; the note does not establish that the signals reliably identify profitable entries.

Key ideas

• The proposed screen combines amplitude above 1, a close above a weekly moving average, and a negative MACD value from two days earlier.
• The post interprets the moving-average condition as an emerging uptrend and the earlier MACD reading as possible rebound context.
• The examples do not include performance testing or predictive evidence.
• The author recommends incorporating fundamentals, macro conditions, and risk controls such as exit levels.

Tags

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