A-Share Momentum Screen Using Turnover, Recent Limit-Ups, and KDJ
Summary
This A-share selection rule combines a turnover rate of 3% to 12%, at least one limit-up event in the preceding 25 days, and growth in the K value of the KDJ indicator. The article characterizes the conditions as a way to find technically strong stocks with elevated market interest. Its formula reference also includes market and listing-status filters, while the Python example adds further conditions that are not fully aligned with the stated rule, so the exact screen may vary by implementation.
The document recommends checking selected stocks against fundamentals and other technical signals, such as moving averages, relative strength, and price-volume analysis. It warns that KDJ and other technical measures can be unstable, that past price behavior may not persist, and that historical-data strategies remain exposed to market shocks. No backtest results, trade execution rules, exits, or risk sizing are supplied. The idea is therefore a screening proposal rather than evidence of a profitable or complete trading strategy.
Key ideas
- The stated screen requires turnover between 3% and 12%.\nIt also looks for at least one limit-up event in the prior 25 days and a rising KDJ K value.\nThe article suggests combining the technical filters with fundamental and additional technical analysis.\nIt warns about indicator instability, changing market behavior, and exposure to sudden events.\nThe formula and Python example add or express conditions differently, and no performance evidence is given.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.