Screening Stocks for Positive MACD, Three Down Days, and Recent Limit-Ups

Summary

This Chinese-language post describes an A-share screening rule combining MACD above zero, three consecutive declining sessions, and more than two limit-up days within ten days. It presents the rule as a way to find stocks with a positive trend signal despite a short run of losses, alongside recent strong price action. The post also sketches risks and possible refinements, including MACD lag, overheating after repeated limit-ups, and a narrow candidate pool that may weaken diversification.

An accompanying code example checks positive MACD components and rising indicator values, then counts limit-up sessions before trading selected names. However, the example does not clearly implement the stated three-day decline condition, and its trading and data assumptions are not validated. The post supplies no performance results or controlled test, so the screen should be treated as a hypothesis rather than evidence of an effective strategy.

Key ideas

• The screen combines MACD above zero with three consecutive down sessions and frequent recent limit-ups.
• Repeated limit-ups can signal momentum while also raising the risk of overheating and reversal.
• Strict filters may produce too few stocks for a diversified portfolio.
• The sample code checks MACD progression and limit-up counts but does not clearly encode the stated three-down-day condition.
• The document gives no backtest evidence for the proposed screen.

Tags

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