Stock Screening with Positive MACD, Low Price, and Control Strength

Summary

The document describes an equity screening rule that combines positive MACD, a share price below 12 yuan, and a control strength measure above 21. It defines control strength from the close’s position within the day’s high–low range, then averages that measure over 5, 10, and 20 days. The examples show how to calculate these indicators and filter daily stock data; the Python example also adds volume conditions requiring volume to exceed its moving averages across several lookback periods, then sorts selected stocks by popularity.

The article presents this as a way to find strong, relatively low-priced shares with buyer-oriented sentiment, but it reports no backtest, returns, or risk-adjusted results. It cautions that industry and fundamental factors are omitted and that the sentiment proxy may not reflect actual market direction. The stated price and indicator thresholds are screening choices, not evidence of lower risk or reliable performance.

Key ideas

• The core screen selects stocks with positive MACD, prices below 12 yuan, and average control strength above 21.
• Control strength is calculated from the close relative to the day’s high–low range and averaged over 5, 10, and 20 days.
• The Python example adds volume-above-average filters across multiple lookback periods and sorts by popularity.
• The article gives no performance evidence and notes that fundamentals, industry context, and sentiment reliability are limitations.

Tags

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