Equity Screening with Weekly MACD, Ten-Day Gains, and Fund Flows

Summary

This Chinese stock-screening post combines three filters: rank stocks by a measure of capital inflow, require weekly MACD to be above its zero line, and keep stocks whose ten-day gain is positive but below 35%. The author frames the filters as a way to find stocks with upward momentum while avoiding the largest recent advances. It suggests net inflows or trading value as possible measures of capital strength, but does not define a specific calculation or ranking procedure.

The post offers reasoning for each condition and flags possible pullbacks after strong inflows or rapid price gains. It proposes adding indicators such as Bollinger Bands or RSI and checking other time frames. There are no backtest results, entry or exit rules, portfolio sizing details, or evidence that the screen predicts returns. The explanation also imprecisely describes weekly MACD as a closing price above zero; MACD itself, rather than the stock price, is the quantity compared with zero.

Key ideas

• The screen ranks stocks by a capital-flow measure such as net inflow or trading value.
• It requires weekly MACD to be above its zero line.
• It selects stocks with positive ten-day returns below 35%.
• The post warns that strong inflows and recent gains can be followed by pullbacks.
• It suggests adding indicators and time frames but provides no performance evidence.

Tags

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