A-Share Screen for Wide Range, Convertible Bonds, and a Fresh KDJ Cross
Summary
This A-share selection rule combines a daily high-low range above one percent, a nonempty unsettled convertible-bond name, and a newly formed upward KDJ crossover. The provided formula further requires the K value to meet or exceed D after being at or below D in the prior period, with the J value above a threshold. The prose frames range as a volatility condition and the crossover as a possible upward technical signal.
The article recommends adding valuation or earnings measures and other indicators for a fuller screen. It warns that KDJ can lag and cannot establish that a share will rise. Although formula and Python examples are included, they do not present backtest results, and the Python example adds extra market, industry, and ranking conditions that are not part of the stated core rule. The material therefore describes a screening idea rather than evidence of a profitable strategy.
Key ideas
- The core screen combines a daily range threshold, a convertible-bond name condition, and a recent KDJ bullish crossover.
- The formula also applies a minimum condition to the J line.
- A KDJ crossover is a technical signal and does not guarantee an advance.
- Valuation, earnings, and complementary indicators are suggested as additional filters.
- The document provides no performance or backtest evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.