A-Share Stock Screen Using Weekly MACD and Institutional Flow

Summary

This A-share screening idea combines daily price amplitude above a threshold, a positive weekly MACD condition, positive institutional capital flow, and a market-capitalization filter. The article describes weekly MACD as a way to capture price direction and capital flow as a proxy for institutional activity. It provides a formula-style outline and sample Python logic for applying the conditions across stocks.

The document does not report backtest results or establish that the filters predict returns. It cautions that the screen omits company fundamentals and that institutional flows may not represent broader investor sentiment. The article suggests combining the signals with financial and industry data, but does not specify a tested approach. The supplied examples also differ in how they express the amplitude and MACD conditions, so implementations should verify the intended definitions before use.

Key ideas

• The screen combines price amplitude, a positive weekly MACD reading, and positive institutional capital flow.
• It adds a minimum market-capitalization requirement in its final version.
• The article presents formula and Python examples but no performance evidence.
• It notes that the screen excludes fundamental information and that institutional flows are an incomplete sentiment measure.

Tags

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