A-Share Screening with Turnover, a Fresh KDJ Cross, and No Recent Limit-Up
Summary
This A-share stock screen combines a daily turnover range of 3% to 12%, a newly formed KDJ bullish crossover, and a rule excluding stocks that hit the daily price limit on the prior day. The accompanying explanation frames these filters as a way to seek liquidity, an upward technical signal, and stocks less affected by the previous session’s limit-up excitement. Formula and Python examples illustrate how to express the conditions and collect qualifying stocks.
The document cautions that the screen omits company fundamentals, industry characteristics, and valuation, so selected stocks may carry company-specific risks or be expensive. It suggests adding such measures and assigning them thresholds or weights. The examples are implementation references rather than evidence of profitability: no backtest results, benchmark, or evaluation period is reported, and the code’s data handling may not exactly match the stated “fresh” crossover or prior-day exclusion. The rules identify candidates; they do not establish that prices will rise.
Key ideas
- The screen requires turnover between 3% and 12%.\nA newly formed KDJ bullish crossover is used as a trend filter.\nThe rule excludes stocks that were limit-up the previous day.\nFundamental, industry, and valuation factors are omitted and could be added.\nThe document provides screening examples but no performance evidence.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.