A-Share Screen Using Turnover, KDJ Crossovers, and Market Value

Summary

This Chinese-language post outlines an A-share stock screen combining a turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and market value above 200 million. It presents the rules as filters for trading activity, a possible upward momentum signal, and company size. The post also gives example formula and Python-style implementation references, and suggests sorting the resulting list by closing price.

The article offers no backtest, return figures, benchmark, or evidence that the filters predict future performance. It cautions that the screen omits industry, company characteristics, and financial quality, which may leave higher-risk or lower-growth firms in the selection. It suggests adding industry and fundamental measures such as profitability or return on equity, but does not test those additions. The screening rules are therefore a starting hypothesis, not a validated investment strategy.

Key ideas

• The screen selects stocks with turnover between 3% and 12%, a fresh KDJ golden cross, and market value above 200 million.
• The filters are framed around liquidity, momentum, and company size.
• The post supplies example implementation references but no performance evaluation.
• It warns that industry and financial fundamentals are omitted and proposes adding quality measures.

Tags

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