A Chinese Stock Screen for Low KDJ, Large Range, and Recent Limit-Up Runs

Summary

The document presents a Chinese equities screening rule combining daily price range, a low KDJ reading, and a recent three-session limit-up streak. Its stated aim is to find volatile stocks whose indicator reading is low while they remain active short-term market themes. It provides example implementations for a charting platform and Python, describing the screening conditions and a sort by percentage change in the Python example.

The explanation characterizes the approach as a way to seek short-term theme-driven returns, but it supplies no historical performance, comparison, or evidence that the combination predicts future gains. It warns that market attention can fade and that volatile selections can create substantial holding risk. It suggests testing additional indicators such as MACD, RSI, or relative volume, alongside position controls and stop levels. The examples and rule are screening references; the document does not specify a complete entry, exit, or portfolio management system.

Key ideas

• The screen combines a price-range threshold, a KDJ value below 20, and a three-session limit-up condition.
• The stated rationale is to combine volatility, a low technical reading, and recent market attention.
• The document includes chart-platform and Python examples of the selection logic.
• It warns that short-lived market themes and volatile stocks can cause losses.
• Additional indicators, position limits, and stop levels are suggested, but no results are reported.

Tags

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