Stock Screening with High Volatility, Positive Weekly MACD, and a Recent Limit-Up

Summary

This stock-selection screen combines amplitude above a threshold, a positive weekly histogram condition, and evidence of a limit-up move within the prior 25 days. The post frames these features as signals of volatility, short-term upward direction, and recent price strength. It provides example formulas and partial Python code for filtering stocks, while suggesting MACD, KDJ, trading disclosures, company performance, and valuation as possible additional screening inputs.

The stated caveat is that a recent limit-up alone does not establish persistent strength, and the post recommends considering longer-term context. The examples do not fully align: the formula refers to a weekly MACD color condition, while the Python snippet checks a daily MACD value; its limit-up test is also presented indirectly. No backtest results, execution rules, or risk controls are provided, so the screen is illustrative rather than evidence of a profitable strategy.

Key ideas

• The screen combines amplitude above one, a positive weekly histogram condition, and a limit-up event in the prior 25 days.
• The post interprets the conditions as volatility, upward direction, and recent price strength.
• A single recent limit-up may not indicate sustained performance.
• The formula and Python examples use differing MACD timeframes and provide no performance validation.

Tags

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