Stock Screen Combining High Amplitude, Positive MACD, and Recent Limit-Ups

Summary

This stock-selection rule combines three signals: daily price amplitude above 1, MACD above its zero line, and at least one limit-up event in the previous 25 days. The article interprets amplitude as a sign of substantial movement, positive MACD as a favorable trend signal, and a recent limit-up as evidence of prior buying strength. It includes a limit-up counting formula and a brief Python-style example.

The main stated caveat is that relying heavily on past limit-up events can obscure other risks. The article recommends using multiple indicators and managing risk, but does not specify portfolio rules, execution assumptions, or measured results. The presented screen is therefore a basic heuristic; the signal definitions and the combined rule would need careful testing before practical use.

Key ideas

• The screen selects stocks with amplitude above 1 and MACD above zero.\nIt also requires at least one limit-up event in the prior 25 days.\nThe document treats these conditions as signs of volatility, positive momentum, and recent price strength.\nIt warns that past limit-ups alone can hide other risks and offers no performance evidence.

Tags

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