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Chinese Stock Screen Using Inflow, Weekly MACD, and Recent Returns

Article SuperMind

Summary

This Chinese stock selection proposal combines three filters: today’s increase in a stock’s position or holding share must exceed 5%, weekly MACD must be above zero, and the ten-day return must be positive but below 35%. The accompanying rationale treats the inflow measure as a sign of buying interest, weekly MACD as evidence of an upward trend, and the recent-return band as a way to find stocks that have risen without an especially large short-term gain. Among stocks that pass, the article says to prefer lower-priced shares.

The document characterizes the approach as a common trend and capital-flow screen and offers general cautions: historical data can omit unknown risks, and the filters may miss some stocks. It suggests adjusting parameters or adding indicators, but supplies no tested refinements or performance results. The included code fragment is incomplete and does not clearly implement all stated conditions, so the written screening rules are more informative than the example. Price selection and the inflow metric are not operationally defined in detail.

Key ideas

  • The screen requires a positive ten-day return below 35% and weekly MACD above zero.
  • It also selects stocks whose daily increase in position share exceeds 5%.
  • The article proposes choosing lower-priced stocks from those meeting all three filters.
  • The rationale combines capital-flow and trend signals but gives no measured evidence of returns.
  • Historical-data risks and the possibility of missed candidates are acknowledged.

Tags

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