A-Share Screen Using Turnover, a KDJ Golden Cross, and Volume Ratio

Summary

This document presents an A-share stock screen that combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a volume ratio between 1.5 and 6. It describes turnover and the crossover as participation and trend signals, while the volume bounds are intended to avoid unusually low or high trading activity. The article includes indicator logic and a sample data workflow, but the implementation also introduces additional conditions, so it does not exactly match the stated screen.

The discussion gives no backtest or measured performance. It cautions that technical signals and trading activity can be strongly affected by market conditions, that volume ratio may not guarantee continued liquidity, and that fundamentals, valuation, and risk are left out. It suggests adding business performance measures and monitoring market conditions, but does not validate these proposed refinements.

Key ideas

• The screen requires turnover between 3% and 12%, a recent KDJ golden cross, and a volume ratio from 1.5 to 6.
• Turnover and the crossover are used as participation and short-term trend filters.
• The sample workflow adds other filters, so its implementation differs from the stated selection logic.
• The article warns that technical signals and volume conditions can shift with market conditions and do not assess fundamentals or valuation.

Tags

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