Limit-Up Stock Screening with Recent Breakouts and Intraday MACD

Summary

This document describes a Chinese stock screen for companies in the metaverse industry. It selects stocks that had a limit-up move within the preceding 25 days and whose 15-minute MACD histogram is contracting, with screening intended before 10 a.m. The examples also apply trade-status and listing-related filters. The idea combines a recent strong price move with a possible change in short-term momentum.

The document provides formula and Python examples, but no historical results, execution assumptions, or evidence that the conditions predict continued gains. Its risk discussion identifies market volatility and industry exposure, and notes that the thresholds may require adjustment. It recommends considering company and sector fundamentals, other indicators, sentiment, and explicit stop-loss or take-profit rules. These are general suggestions rather than tested enhancements; the screen should therefore be regarded as a hypothesis requiring careful backtesting, including realistic treatment of limit-up fills and intraday timing.

Key ideas

• The screen focuses on metaverse stocks with a limit-up move in the prior 25 days.
• It pairs that event with a contracting MACD histogram on 15-minute data.
• The stated workflow screens before 10 a.m. and filters for tradable stocks.
• No backtest or trading-performance evidence is supplied.
• The document flags volatility and industry risk and recommends risk controls and periodic review.

Tags

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