A-Share Screening with Positive MACD, Rising Averages, and Mid-Cap Float

Summary

This note describes an A-share screen combining a positive MACD condition, upward-diverging short moving averages, and a circulating market value between 5 and 10 billion yuan. It presents the market-cap range as a way to focus on comparatively stable stocks, while MACD and moving averages are used to identify favorable price direction. It also gives indicator definitions and illustrative Python and formula snippets for applying the conditions.

The document offers no historical backtest, performance data, or evidence that the screen reduces risk. It warns that the criteria are narrow and may produce few candidates when market conditions change, while the capitalization range could exclude smaller strong performers. The displayed Python condition uses DIF above zero and a five-day average above a ten-day average, which does not fully specify upward divergence and differs from a literal MACD-line condition. The author suggests adding technical and fundamental filters and adjusting the capitalization band to market conditions.

Key ideas

• The screen combines MACD direction, rising short moving averages, and a circulating market-value band.
• The stated market-value range is 5 to 10 billion yuan.
• The document provides indicator formulas and sample screening code but no backtest results.
• Narrow technical and size filters can sharply reduce the number of qualifying stocks.
• The sample implementation does not fully define upward average divergence.

Tags

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