A-Share Screen Using Price Amplitude, KDJ Cross, and Turnover

Summary

This document presents a short-term A-share screening rule: price amplitude above a threshold, a newly formed KDJ golden cross, and prior-day turnover above a specified level. It treats amplitude as a sign of volatility, the KDJ crossover as a possible improvement in momentum, and turnover as evidence of trading activity. Indicator formulas and a Python illustration are included, but no backtest, return data, or other evidence of predictive performance is reported.

The author notes that the filters may select few stocks and use only market and technical data, leaving out company operations and fundamentals. Suggested refinements include adding revenue or profit growth, market capitalization, volume measures, and other indicators. The description is a candidate-screen proposal, not a fully specified trading system: it does not establish exits, risk limits, or position sizing, and its rationale does not demonstrate that the signals produce positive returns.

Key ideas

• The screen requires elevated price amplitude, a fresh KDJ golden cross, and high prior-day turnover.
• The document interprets these filters as signs of volatility, improving momentum, and active trading.
• It includes indicator and Python examples but provides no tested performance evidence.
• The author warns that technical-only selection may ignore business fundamentals and can produce few candidates.
• Suggested additions include company growth measures, market capitalization, and volume indicators.

Tags

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