A-Share Screen Using Turnover and Weekly MACD Above Zero

Summary

This post describes an A-share stock screen that selects names with turnover between 3% and 12%, excludes Beijing-listed A-shares, and requires weekly MACD to be above zero. Its Python example also checks that MACD exceeds its signal line and excludes names containing the ST designation. The intended logic combines a trading-activity range with a positive weekly trend or momentum filter; the post recommends combining MACD with other indicators and validating the screen through backtests and live observation.

No performance results or supporting sample are provided. The text itself notes that MACD can change quickly and that the selected sample may be small. There is also a discrepancy between the stated exclusion of Beijing-listed stocks and the shown code, which does not visibly apply that filter. The example uses a specific historical date window and a data-provider token placeholder, so it should not be treated as a ready-to-run or validated implementation. The screen is best understood as a hypothesis for further research.

Key ideas

• The proposed screen combines turnover between 3% and 12% with weekly MACD above zero and excludes Beijing-listed A-shares.
• The Python example additionally requires MACD to exceed its signal line and removes ST-designated names.
• The shown code does not visibly implement the stated Beijing-market exclusion.
• The post provides no performance evidence and flags MACD variability and potentially small samples.
• It recommends combining indicators and validating the selection logic through testing.

Tags

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