A-Share Screening with Amplitude, KDJ Crossovers, and Metaverse Exposure

Summary

This document describes a short-term Chinese stock screen combining daily price amplitude above 1%, a newly formed KDJ crossover, and classification in the metaverse concept. Its indicator example calculates K, D, and J from recent closing prices and selects stocks when J crosses above D; the Python example instead uses a stochastic calculation based on high, low, and close data. Both versions add an industry-name filter for metaverse exposure.

The rationale is that larger price movement may offer trading opportunities, a bullish crossover may signal improving demand, and the concept filter targets a specific theme. The post gives no backtest, performance data, or evidence that these conditions predict returns. It flags uncertainty in the sector and the risk of sharp short-term price moves, and suggests researching the theme, diversifying, and controlling position sizes. Differences between the formula and Python indicator inputs mean implementations may not select identical stocks.

Key ideas

• The screen combines amplitude above 1%, a newly formed KDJ bullish crossover, and metaverse industry exposure.
• The indicator examples use recent price data to identify a crossover, though their input calculations differ.
• The post provides a rationale but no backtest or return evidence.
• It identifies sector uncertainty and short-term volatility as risks and recommends diversification and position control.

Tags

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