A-Share Trend Screen Using Weekly MACD and Moving-Average Confluence

Summary

This A-share screening method looks for stocks with a positive but bounded 10-day return, weekly MACD above its zero line, and at least five overlapping moving averages. The post treats the moving-average cluster as a sign of price consolidation or stability and the positive weekly MACD as evidence of a favorable broader trend. The recent-return condition is intended to focus on stocks that have risen without exceeding the stated upper limit.

The post explains the rationale and outlines a sequential filtering process, but supplies no backtest, performance statistics, or operational definition for when moving averages count as overlapping. It warns that qualifying stocks can still fall with a declining market or lose momentum. It suggests adding indicators or market-sentiment measures, though it does not specify validation procedures. The screen should therefore be treated as a technical selection hypothesis whose thresholds, signal timing, and robustness require testing.

Key ideas

• The screen combines a positive, bounded 10-day return with weekly MACD above zero.
• It also requires at least five moving averages to converge or overlap.
• The post gives rationale but no backtest or measured performance evidence.
• Market declines and fading momentum can invalidate the screen’s bullish interpretation.

Tags

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