Screening A-Shares by Turnover and Shortening 15-Minute MACD Bars

Summary

This stock screen combines a daily turnover range of 3% to 12%, exclusion of Beijing-listed A-shares, and a 15-minute MACD histogram whose negative bars are getting shorter. The document interprets that histogram change as a possible short-term rebound condition and supplies example screening logic and code references.

The rationale is that turnover filters for trading activity while the MACD condition looks for a shift in short-term momentum. The source gives no backtest, performance figures, or evidence that the screen predicts profitable trades. It cautions that MACD lags price and that short-term technical signals alone do not capture a stock’s investment value. It suggests combining the screen with other indicators, such as RSI or KDJ, while leaving those additions unspecified. The description is therefore a basic candidate-selection rule, not a complete trading system with entry, exit, or risk-management rules.

Key ideas

• The screen requires turnover between 3% and 12% and excludes Beijing A-shares.
• It selects stocks whose 15-minute MACD histogram bars are shortening while negative.
• The document treats this pattern as a possible short-term rebound signal.
• MACD lag and reliance on short-term technical analysis are stated limitations.
• Additional indicators are suggested, but no combined rules or performance evidence are provided.

Tags

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