A-Sh Share Screen Using Volatility, Profitability, Market Cap, and KDJ

Summary

This post describes a Chinese A-share stock screen combining daily price movement, a market-cap ceiling, positive net profit, and a rising KDJ K value. Its rationale is that higher short-term movement may create trading opportunities, smaller firms may have growth potential, positive profit filters out loss-making firms, and a rising K value may indicate near-term strength. The post also provides example screening logic and code references, though the criteria are not fully consistent across them: the written description gives a market-cap ceiling, while the examples add or alter filters such as tradable market value and board classification.

The author cautions that short-term technical conditions can overlook fundamentals and longer-term trends. Suggested refinements include adding financial and industry analysis, dividend yield, and moving-average trend filters. No backtest, return series, or performance evidence is presented, so the proposed rationale should be treated as a screening hypothesis rather than a validated strategy. The post offers selection rules, not entry timing, portfolio sizing, or exit and risk-management procedures.

Key ideas

• The screen combines price amplitude, market capitalization, positive net profit, and a non-declining KDJ K value.
• The post associates higher short-term movement and rising KDJ readings with potential near-term opportunities.
• Its example code and prose do not state exactly the same set of filters.
• The author recommends adding fundamental and trend measures to address the limits of short-term indicators.
• No empirical performance results are provided.

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