Screening Low-Priced Stocks with MACD and Recent Price Spikes

Summary

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style expression and a Python example that calculates daily percentage changes, checks the rolling window, filters candidates, and sorts them by a supplied popularity field.

The rationale is that positive MACD may indicate strength, the price ceiling narrows the candidate set, and a recent large up day identifies active stocks. These are stated intuitions rather than demonstrated findings: the post reports no backtest returns, benchmark comparison, or transaction-cost analysis. It also acknowledges that the screen omits fundamentals and industry context and advises considering additional filters and risk controls. A price threshold and recent spike condition may produce a concentrated or volatile list, so the rule alone does not establish suitability for investment.

Key ideas

• The screen requires MACD above zero and a share price below 12 yuan.
• It also requires at least one daily gain of 10% or more during the previous 25 trading days.
• The example implementations calculate daily returns and apply a rolling-window condition before sorting candidates by popularity.
• The proposed rationale is qualitative, and the post provides no performance evidence.
• Fundamentals, industry factors, market-wide risk, and explicit risk controls are not incorporated into the core rule.

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