Screening Chinese Stocks by Volatility, Limit-Up Streaks, and MACD

Summary

This document describes a Chinese stock screen combining price range, a recent three-session limit-up sequence, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to find volatile, actively watched stocks where short-term momentum may be changing. The suggested refinements include excluding certain board listings and checking broader trend strength, sector context, fundamentals, and capital flows.

The article provides example indicator logic and implementation references, but no backtest, performance figures, or evidence that the signals predict returns. It flags false signals from MACD, the omission of long-term company and market factors, and the risk of relying on a short intraday interval. The screening thresholds and indicator interpretations are not fully reconciled across the examples, so the rules would need validation against the intended market data and definitions before use.

Key ideas

• The screen combines a price-range condition with a recent three-session limit-up pattern.
• It uses a shortening MACD histogram on a 15-minute interval as a possible sign of momentum change.
• The suggested refinements add board exclusions, fundamental and capital-flow checks, and confirmation of a strong broader trend.
• The document supplies example formulas but reports no empirical performance evidence.

Tags

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