Screening Stocks for Prior Limit-Ups, Weekly MACD, and Accumulation

Summary

This stock-selection post proposes combining three filters: an increase in holdings share above a stated threshold, weekly MACD above its zero line, and at least two limit-up sessions within a stated lookback period. The accompanying explanation treats these conditions as signs of recent inflows, positive trend, and prior price strength. It then suggests adding fundamental quality and valuation checks to address gaps in the initial screen.

The document does not provide performance testing or evidence that the proposed filters predict future returns. It acknowledges that the initial logic omits fundamentals and longer-term performance, while the suggested additions are not integrated into a validated strategy. A Python example is labeled as a reference, but the excerpt is incomplete and contains unfinished calculations and template instructions, so it cannot establish a reproducible implementation. The screening concept is therefore a starting hypothesis, with its data definitions, timing, selection bias, and risk controls left unspecified.

Key ideas

• The proposed screen combines recent accumulation, weekly MACD above zero, and repeated prior limit-up moves.
• The post interprets these filters as evidence of inflows, positive trend, and historical price strength.
• It recommends considering company fundamentals and valuation alongside the technical conditions.
• The document reports no backtest or measured evidence for the screen’s performance.
• The code excerpt is incomplete and does not provide a reproducible implementation.

Tags

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