A-Share Screen Combining Turnover, KDJ Crossovers, and a Price Floor

Summary

This A-share stock screen combines a turnover ratio between 3% and 12%, a newly formed KDJ bullish crossover, and a closing price of at least 18.5 yuan. The stated rationale is to seek stocks with moderate trading activity and a possible upward trend, while applying a price threshold. The document includes a formula reference and a Python example that loops through listed stocks and applies related data filters.

The implementation details do not align perfectly with the prose: the example checks recent KDJ values for an increase rather than explicitly verifying a fresh crossover, and it uses a turnover-ratio quantile condition. The document offers no backtest results or evidence that the screen performs well. It warns that price and technical filters can miss valuation and financial quality, and suggests adding fundamental and trading activity measures before relying on selections.

Key ideas

• The screen combines a turnover range, a recent bullish KDJ signal, and a minimum share price.
• Its stated rationale uses turnover as a liquidity filter and KDJ as a trend signal.
• The provided Python example does not exactly implement every condition as described in the prose.
• The document cautions that the screen omits fundamental measures and provides no performance evidence.

Tags

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