A-Share Screening with MACD, Moving-Average, and Low-RDJ Filters

Summary

This brief describes a stock-screening idea for Chinese A-shares. It first limits the universe to stocks whose codes begin with 60 or 00 and removes ST-designated stocks. It then selects candidates using a MACD bullish crossover, a moving-average bullish crossover, and an RDJ J value below 20. The stated workflow runs from forming the idea and obtaining data through filtering and factor-based selection, then setting a rebalance schedule and number of holdings before backtesting and updating the strategy.

The document provides no performance results, parameter definitions, or details on how the crossovers and RDJ factor are calculated. It also gives no position-sizing, exit, or risk-management rules. The screen is therefore a starting point for a strategy, not evidence that the filters produce profitable trades; implementation and validation would require additional specification and testing.

Key ideas

• The proposed universe consists of stocks with codes beginning 60 or 00, excluding ST stocks.
• The screen combines bullish MACD and moving-average crossovers with an RDJ J reading below 20.
• The suggested process includes choosing rebalance frequency and portfolio size before backtesting.
• The document provides no reported backtest results or detailed risk controls.

Tags

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