Screening Stocks for Range, MACD, and a Recent Large Daily Gain

Summary

This stock-screening rule combines three conditions: a stated amplitude threshold, MACD above its zero line, and at least one daily gain of 10% or more within the most recent 25 trading days. The accompanying rationale treats amplitude as a sign of substantial movement, MACD as a bullish signal, and a large recent gain as evidence of upward momentum. The document also gives formula references for a Chinese stock analysis platform and a Python-style example intended to return matching stock codes.

The screen is a simple selection heuristic rather than a fully specified trading strategy: it does not define entries, exits, position sizing, or portfolio construction. Its own caveat is that past sharp gains do not guarantee future performance, and amplitude plus MACD may not capture a stock's broader trend or risks. The code example is presented as a reference and does not show validation, backtest results, or execution details. The suggested improvements are to consider sector-specific technical and fundamental measures and assess risk across multiple dimensions.

Key ideas

• The screen requires amplitude above a threshold and MACD above zero.
• It also requires at least one daily gain of 10% or more in the previous 25 trading days.
• The rationale treats these conditions as signals of volatility and recent upward momentum.
• The rule does not specify trade management or provide backtest evidence.
• Past large gains may not persist, and the chosen indicators may miss important risks.

Tags

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