A-Share Screening with Positive MACD, Positive P/E, and Control Ratio

Summary

This A-share stock screen combines a positive MACD reading, positive trailing P/E, and a control-position ratio above 21. It is intended to run before the market opens each trading day. The document explains the MACD condition as a way to identify strength, uses positive P/E to exclude companies with negative earnings, and treats the control ratio as a signal of imbalance between buyers and sellers. It also provides example indicator formulas and a Python workflow that filters and ranks candidates by daily price change.

The post presents no backtest, performance statistics, or validation of the indicator thresholds. It acknowledges that the rules do not account for trading volume, capital flows, or broader fundamentals, and that market volatility creates risk. It suggests researching the indicators further and adding volume or flow measures. The described selection rules are therefore a screening concept rather than evidence of a profitable trading strategy; the meaning and calculation of the control-position measure also need independent verification.

Key ideas

• The screen selects stocks with MACD above zero, positive P/E, and a control-position ratio above 21.
• It is designed to run before each trading session.
• The example ranks qualifying stocks by daily percentage change.
• The post offers no performance evidence for the combined rules.
• It identifies missing volume, capital-flow, and fundamental considerations as limitations.

Tags

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