Screening Stocks by Turnover, Recent 龙虎榜 Activity, and Positive MACD

Summary

This Chinese stock selection rule filters for turnover between 3% and 12%, a previous-day appearance on the 龙虎榜 (a public list highlighting unusual trading activity), and MACD at or above zero. The post frames these conditions as a combination of trading activity, market attention, and a momentum-style technical filter. It provides formula and Python examples for expressing the screen.

The article cautions that MACD above zero does not guarantee a sustained uptrend and that a rule may fit one dataset while failing elsewhere. It suggests considering fundamentals and additional technical measures, then evaluating a broader model. The supplied text gives no backtest results, sample period, or evidence that the conditions identify profitable opportunities. It defines a candidate screen only; it does not specify when to enter or exit positions, how to size them, or how to control risk.

Key ideas

• The screen combines turnover from 3% to 12%, a previous-day 龙虎榜 appearance, and MACD at or above zero.
• The post provides formula and Python examples for encoding the conditions.
• A positive MACD reading alone does not establish that a stock is in a durable uptrend.
• The article warns that a rule can fit one dataset and fail on another.
• No performance results, entry and exit rules, or risk controls are supplied.

Tags

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