A-Share Screen Combining Intraday Range, KDJ Cross, and Limit-Ups

Summary

This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility, the fresh cross as improving momentum, and repeated limit-ups as market interest. It provides sample formulas and Python-style code to express the filters.

The screen is a candidate-selection rule, not a complete portfolio or execution strategy, and the document reports no backtest or measured returns. It warns that the rules ignore company earnings and growth prospects, that limit-ups may not reflect fundamental value, and that chasing such moves can be risky. The examples also leave implementation details that require care, including how limit-up thresholds and the count are calculated across instruments and how the KDJ cross is defined. The article suggests adding fundamental filters and assessing company prospects.

Key ideas

• The screen combines a daily range threshold, a fresh KDJ bullish cross, and repeated limit-up days.
• The author treats these conditions as signs of volatility, improving momentum, and market attention.
• The article includes example screening logic but reports no performance test.
• It cautions that price-limit behavior does not establish fundamental value and may produce high risk.
• Fundamental measures and company-specific research are proposed as additional filters.

Tags

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