A-Share Screen Using KDJ Crossovers, Daily Range, and the 250-Day Average

Summary

This A-share screening idea combines three conditions: daily high-low amplitude above a threshold, a newly formed KDJ bullish crossover, and a close moving above its 250-day moving average. The post frames the amplitude filter as a way to focus on volatile stocks, the crossover as a momentum signal, and the long moving average as a trend filter. It includes example indicator logic and implementation references, though those are not independent validation.

The author notes that the screen omits company fundamentals and that a 250-day average can lag changing market conditions. Suggested refinements include adding fundamental measures and considering sector or market context. No backtest results or risk-adjusted performance are reported, and the asserted predictive value of the signals is not demonstrated. The conditions describe a candidate selection rule, not a complete portfolio or execution plan.

Key ideas

• The screen requires daily price amplitude above a stated threshold.
• A newly formed KDJ crossover serves as a short-term momentum condition.
• The price crossing above its 250-day moving average provides a longer-term trend filter.
• The post flags missing fundamental analysis and lag in the long moving average as limitations.
• No performance testing is provided to validate the screen’s claimed potential.

Tags

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