A-Share Screening with Weekly MACD, RSI, and Recent Limit-Ups

Summary

This A-share stock screen combines three conditions: RSI below 65, weekly MACD above zero, and at least two limit-up sessions during the prior 500 days. It seeks stocks with a positive weekly trend and a history of sharp gains while excluding some highly extended RSI readings. The accompanying Python example applies those filters and then sorts qualifying names by dynamic price-to-earnings ratio, although that ranking step is separate from the stated selection logic.

The article offers no backtest, performance figures, or evidence that the conditions improve returns. It notes that the screen can miss stocks whose advances have already run their course or that have stabilized, and that technical indicators are sensitive to market conditions. It suggests adding industry and company fundamentals or other risk controls, but does not specify how to implement or validate those additions. The code and explanation should therefore be treated as an illustrative screening idea rather than a tested trading system.

Key ideas

• The screen requires RSI below 65 and weekly MACD above zero.
• It also requires at least two limit-up sessions in the preceding 500 days.
• The example code ranks selected stocks by dynamic price-to-earnings ratio.
• The article provides no performance test and warns that indicator signals can be affected by market volatility.

Tags

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