A-Share Screen Combining KDJ Crossovers, Turnover, Size, and Profitability

Summary

This A-share stock screen combines turnover between 3% and 12%, a recent KDJ bullish crossover, market value below 10 billion yuan, and a condition intended to exclude loss-making companies. The document includes example indicator logic and a Python outline that also checks balance-sheet measures, including positive assets and a liabilities-to-assets ratio below 0.9. It gives no backtest, return series, or comparison with a benchmark.

The proposed rationale is to join trading activity and a technical entry signal with basic company filters. The author warns that the screen omits important business, valuation, and growth information, so passing the filters does not establish that a stock is attractive over the long term. Suggested additions include valuation multiples, profitability measures, revenue and profit growth, and size-based screening. These are recommendations, not tested refinements; the document does not show whether they improve results.

Key ideas

• The screen requires turnover between 3% and 12%, a recent KDJ bullish crossover, and market value below 10 billion yuan.
• It seeks to exclude loss-making firms and includes example asset and leverage checks.
• The document presents selection logic but no empirical performance evidence.
• Valuation, profitability, growth, and business quality are identified as missing dimensions.

Tags

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