A-Share Screen Combining Moderate Turnover with Four Indicator Crossovers

Summary

This document outlines an A-share screen that combines a turnover range and a minimum market capitalization with several technical signals: a KDJ golden cross, a MACD crossover, RSI moving above its midpoint, and CCI crossing above zero. The turnover band is intended to capture liquid stocks, while the simultaneous crossovers are presented as trend and entry confirmation. The document includes formula and Python examples, but no backtest or performance evidence.

The author identifies key limitations: the screen omits fundamentals and macroeconomic conditions, does not include a volume confirmation, and may generate late entries if crossovers occur after a market decline or near a price peak. Suggested changes include adding volume and valuation measures. The rules describe a way to form a candidate list, but do not provide exit logic, position sizing, or a tested assessment of signal reliability.

Key ideas

• The screen combines a turnover range and minimum market capitalization with KDJ, MACD, RSI, and CCI crossover conditions.
• The author uses multiple indicator signals as confirmation of a possible trend or entry.
• The document provides formula and Python examples but no backtest or return evidence.
• It warns that the approach omits fundamentals and macroeconomic influences and may lack volume confirmation.
• The strategy description does not specify exits, position sizing, or risk limits.

Tags

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