Screening Chinese Stocks by Amplitude, Weekly MACD, and Recent Gains

Summary

This stock-selection idea combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and at least one daily gain of 10% or more during the preceding 25 trading days. The article presents versions of the screen in Chinese market-selection syntax and Python, then suggests adding moving-average or relative-volume indicators and incorporating stop-loss or take-profit controls.

The article offers no backtest results or measured evidence of performance. It says the filters may work better when market activity is high, but cautions that results may be poor for newer listings and some sectors. It also flags overfitting and sensitivity to market sentiment. The example implementations are described as references that may need adaptation; the screen's parameter choices and additional proposed controls are not validated in the document.

Key ideas

• The screen combines daily amplitude, a positive weekly MACD histogram, and a recent large daily gain.
• A qualifying stock must have at least one daily gain of 10% or more within the previous 25 trading days.
• The article proposes additional indicators and explicit risk controls as possible refinements.
• It warns about overfitting, sentiment sensitivity, and weaker fit for newer listings or certain sectors.
• No backtest or performance evidence is provided.

Tags

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