A-Share Stock Screen Using Turnover, Recent Limit-Ups, and 15-Minute MACD

Summary

This document describes an A-share screening rule combining turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a shortening green histogram on a 15-minute MACD. It frames the conditions as a technical screen for candidate stocks, and includes example indicator logic and a Python-oriented data retrieval sketch.

The article warns that price-based signals omit company fundamentals and valuation, and that short-interval indicator changes can be noisy. It suggests combining the screen with fundamental, valuation, and volume-price measures, but supplies no backtest or evidence that the proposed additions improve results. The provided code sketch does not fully implement all stated conditions, so the written screening concept is clearer than the example’s reproducibility.

Key ideas

• The screen combines a specified turnover band with a recent limit-up condition.
• It also looks for a contracting green MACD histogram on a 15-minute interval.
• The source warns that technical-only selection ignores fundamentals and valuation.
• Short-term indicator changes can create noisy signals, and the document gives no performance tests.

Tags

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