A Chinese Equity Screen Combining Volatility, KDJ, and Weekly Trend

Summary

This post describes a Chinese stock selection rule that combines a daily price-range threshold, a newly formed KDJ crossover, and a weekly moving-average trend condition. The intended portfolio contains stocks whose high-low range exceeds one percent, whose KDJ J line crosses above D, and whose longer-term weekly trend is turning upward. It provides example indicator formulas and Python-style implementation guidance for retrieving and filtering historical stock data.

The post interprets the range condition as a volatility screen, the KDJ crossover as improving momentum, and the moving-average condition as trend confirmation. It offers no backtest results or evidence that the combined signal earns returns. It warns that volatile stocks can fall sharply, a slow moving average can lag, and technical signals omit company fundamentals, market direction, and sector conditions. The described implementation also appears to compare moving-average values in a way that may not precisely match the stated weekly crossover rule, so the signal definition should be checked before research or use.

Key ideas

• The screen combines a daily range above one percent with a recent KDJ J-over-D crossover.
• A longer-term moving-average condition is intended to confirm an upward trend.
• The post supplies example formulas and a data-filtering workflow for Chinese equities.
• It recommends considering fundamentals, market and sector context, and trading volume.
• No performance evidence is provided, and the example trend condition merits verification.

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