Screening A-Shares by Weekly MACD, Amplitude, and Float Market Value

Summary

This document presents an A-share stock screen requiring amplitude above 1%, weekly MACD above zero, and circulating market capitalization above 10 billion yuan. It gives formula examples and Python-style selection logic. The proposed rationale combines a price-range measure, a trend indicator, and a size threshold as filters for stock candidates.

The article provides no backtest or other performance evidence. It warns that the screen leaves out company fundamentals, industry conditions, and broader market context, and that circulating market value can fluctuate and contain noise. The example code and formulas also do not fully align: the code uses an average daily range calculation and does not explicitly reproduce every stated weekly MACD condition. The document recommends adding financial, industry, and market data, but does not specify a method for evaluating the resulting screen.

Key ideas

• The screen combines amplitude above 1%, positive weekly MACD, and circulating market value above 10 billion yuan.
• The document gives formulas and sample code but reports no backtest results.
• The stated filters omit company fundamentals, industry conditions, and overall market context.
• The code does not clearly implement every condition in the written screen, so the definitions require review.

Tags

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