A Stock Screen Combining Volatility, Ten-Day Gains, and Positive MACD

Summary

This Chinese-language post describes an equity selection rule using three technical conditions: daily high-low amplitude above 1%, a ten-day price gain greater than zero but below 35%, and MACD above its zero line. The accompanying explanation treats amplitude as a volatility screen, the return band as a way to select stocks that have risen without exceeding the stated ceiling, and positive MACD as a short-term upward-momentum filter. A reference formula and Python example outline ways to implement the screen, though their calculations and field choices are not identical in every detail.

The post offers no backtest results or evidence that the combination produces favorable returns. It notes that the rule omits fundamental analysis, that MACD can mislead, and that capital management matters. It suggests adding other indicators, financial data, and market or industry context. These are cautions and possible extensions, not tested improvements; the screen should therefore be treated as a proposed selection heuristic rather than a validated strategy.

Key ideas

• The screen requires amplitude above 1%, a positive ten-day gain below 35%, and MACD above zero.
• The stated rationale combines a volatility filter with recent gains and a positive momentum signal.
• The post provides formula and Python implementation references, but their calculation details differ in places.
• No performance evidence is reported, and the author highlights the lack of fundamental analysis and the possibility of misleading MACD signals.

Tags

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