Combining MACD and Moving-Average Crosses with Turnover Filters

Summary

This post outlines an A-share screen for metaverse-sector stocks. It calls for simultaneous bullish crosses in MACD and short-versus-long moving averages, alongside a filter based on prior turnover multiplied by a ratio involving current and previous trading activity. The intended range for that activity measure is 0.5 to 2. The description refers to three technical indicators, while the listed conditions explicitly name MACD and a moving-average cross, so the full signal definition is unclear.

The author argues that technical confirmation and activity filtering may identify stocks with strong price action and adequate trading volume. Risks include reliance on technical data, omission of fundamental changes, and the sector’s volatility. The post offers formula and Python references but no backtest results, parameter validation, transaction-cost analysis, or evidence supporting the claim of long-term holding value.

Key ideas

• The proposed universe consists of stocks classified in the metaverse sector.
• The screen combines bullish MACD and moving-average crosses with an activity measure constrained to a stated interval.
• The text claims three simultaneous indicator crosses but explicitly specifies only MACD and a moving-average cross.
• The author notes that technical and trading-activity filters can miss fundamental changes and may be unsuitable for long-term holding.
• No performance testing or transaction-cost analysis is provided.

Tags

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