Screening for Positive MACD and Rising Moving Averages

Summary

This A-share screening example looks for stocks with MACD above zero and an upward-moving-average condition, using a historical period associated with 2021. The article presents MACD as a momentum or trend filter and rising averages as a sign of upward direction. It shows indicator formulas and sample screening and ranking logic, including sorting by price change, but the stated conditions and code examples do not align cleanly: the text refers to diverging averages, while examples use comparisons between moving averages or consecutive closing-price averages.

The article reports no backtest results or evidence that the screen earns positive returns. It cautions that the rules are simple, may omit fundamentals and other market context, and focus on a limited historical window. The period-specific example should not be treated as a current signal. Any implementation would need consistent definitions, reliable data, and out-of-sample testing alongside risk controls.

Key ideas

• The screen combines MACD above zero with an upward-moving-average condition.
• The article presents the criteria as trend filters and provides formula and code examples.
• The written rules and sample implementations differ in how they define rising or diverging averages.
• The examples focus on a historical period and do not establish present-day relevance.
• No performance evidence is given, and the article recommends broader analysis and risk controls.

Tags

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