Screening Stocks by Weekly MACD, Limit-Up History, and Fund Flow Strength

Summary

This equity screening approach combines three filters: at least two limit-up sessions within the prior 500 days, weekly MACD above zero, and high fund-flow strength. The note describes fund-flow strength through activity measures such as turnover or volume ratio, then ranks candidates from stronger to weaker. Its rationale is that positive weekly MACD may indicate an upward trend, repeated limit-up sessions reflect strong activity, and high trading activity may point to buying interest.

The document explains the intended selection logic and flags risks: activity measures can be distorted, MACD can produce false signals, and stocks with repeated limit-ups may carry manipulation risk. It proposes combining additional indicators and refining the fund-flow measure and MACD settings. A Python example begins but is truncated, and the note supplies no complete implementation, backtest, or results. The conditions should therefore be treated as a screening hypothesis, with definitions, data handling, and historical performance requiring independent validation.

Key ideas

• The screen requires at least two limit-up sessions over 500 days and weekly MACD above zero.
• It ranks qualifying stocks by fund-flow strength, using activity measures such as turnover or volume ratio.
• The note warns that activity measures may be distorted and that MACD signals can fail.
• Repeated limit-ups may indicate high activity while also exposing candidates to manipulation risk.
• The provided code is incomplete, and no performance evidence is reported.

Tags

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