Combining MACD Contraction, Leaderboard Activity, and Capital Flow

Summary

This Chinese stock-screening note describes combining three signals: stocks appearing on the prior day’s trading leaderboard, stronger measured capital flows, and a shrinking MACD histogram below zero on a 15-minute chart. The author interprets a contracting negative histogram as a possible sign of a rebound and proposes prioritizing stocks with stronger capital activity among those on the leaderboard.

The note offers a conceptual explanation and an incomplete Python sketch, but no backtest, performance figures, or validation. It cautions that leaderboard data may not represent the full picture and that sharp short-term price moves can undermine the signal. It suggests adding company size, industry, and profitability filters, while the stated final selection logic does not specify thresholds for those additional factors. The example code is truncated and does not fully implement the described screen, so it is not sufficient to reproduce or assess the strategy.

Key ideas

• The screen combines prior-day leaderboard presence with capital-flow strength and a 15-minute MACD histogram contraction.
• A shrinking negative MACD histogram is treated as a possible rebound signal.
• Leaderboard data and short-term price swings may make the screen unreliable.
• The article suggests adding company and industry filters but gives no complete implementation or test results.

Tags

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