Combining Volume Ratio, Recent Gains, and 15-Minute MACD Momentum

Summary

This Chinese stock-screening note combines three conditions: rank stocks among the top 100 by volume ratio, require a positive 10-day gain below 35%, and select stocks whose 15-minute MACD histogram bars are becoming shorter while negative. The author frames the volume measure as a sign of trading interest, the bounded gain as evidence of a recent but moderate advance, and the shrinking negative bars as a possible easing of short-term selling pressure.

The note describes the screening rules and gives a brief explanation of their intended interpretation, but provides no backtest, performance data, or detailed entry and exit rules. It cautions that quantitative screens may miss attractive stocks and can rely too heavily on historical behavior, and suggests adding further indicators. The code excerpt is incomplete and its volume-ratio calculation divides volume by closing price, so it does not establish a reliable implementation of the stated ranking method. The proposed signal should therefore be treated as a screening idea, not validated evidence of an edge.

Key ideas

• The screen ranks stocks by volume ratio and keeps the top 100.
• It requires a positive 10-day return below 35%.
• It looks for a shrinking negative MACD histogram on a 15-minute chart.
• The note offers no performance evidence and flags dependence on historical data as a risk.

Tags

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