A-Share Screening with Positive MACD, Popularity Ranking, and Lower Lows

Summary

This A-share stock screen combines a positive MACD reading with a ranking by stock popularity and a short-term price condition: the current day's low must be below the previous day's low. It is intended to run after the market close and excludes suspended stocks. The document gives indicator formulas and a Python outline, but notes that the popularity and low-price conditions need separate implementation.

The author frames the method as a blend of trend, sentiment, and price action. The lower-low condition is presented as a risk filter, although it can also exclude stocks that later rebound. The article provides no performance results or backtest evidence. It flags reliance on technical and sentiment measures, potentially small candidate lists, and missed rebound opportunities. It suggests adding fundamental measures and longer-term trend filters, while emphasizing that the criteria may need adjustment.

Key ideas

• The screen requires MACD above zero and ranks eligible stocks by a popularity measure.
• It also requires the current day's low to be below the previous day's low.
• Suspended stocks are excluded, and selection is intended to occur after the close.
• The article offers indicator formulas and an incomplete code outline but no performance evidence.
• Technical and sentiment dependence may produce volatile results and a narrow or biased stock list.

Tags

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