Chinese Stock Screening with MACD, Rising Averages, and Limit-Up History

Summary

This Chinese A-share screening idea combines a positive MACD reading, upward-diverging moving averages, and at least two limit-up sessions during the prior 500 days. The article interprets these as signs of an existing uptrend and prior price strength. It also suggests adding fundamental checks, such as earnings, return on equity, and financial condition, plus turnover and trading volume filters.

The post provides example formulas for MACD, short moving averages, and a limit-up condition, along with a Python-style query reference. It presents no backtest, performance measurements, or evidence that the filters predict future returns. Its explanations are qualitative, and the provided formulas may not fully specify how “upward divergence” or a limit-up event should be calculated. The author also acknowledges that technical-only selection can be unstable and that past limit-up activity does not ensure future gains.

Key ideas

• The screen seeks stocks with MACD above zero and rising short-term moving averages.
• It requires at least two limit-up events within a 500-day lookback.
• The post proposes fundamental, turnover, and volume filters as possible additions.
• No backtest results are supplied, and past limit-up activity may not persist.

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