A-Share Screening with Turnover, KDJ Crossovers, and Industry Classification

Summary

This stock-selection rule screens for A-shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a main business classified as beverage and alcohol imports or exports. The stated rationale is to combine a trading-activity filter with a technical signal and an industry restriction. The post also sketches ways to implement the criteria using market data and company business information.

The material provides no backtest, return history, or evidence that the screen predicts performance. It cautions that the rule uses only a few simple variables and omits company fundamentals and industry-level distinctions. It suggests adding measures such as valuation, return on equity, and leverage, refining industry groups, and testing across multiple horizons. Its code example appears to approximate the criteria using recent turnover distribution and KDJ values, so implementation details may not exactly match the stated entry conditions; results would require independent validation.

Key ideas

• The screen combines a 3% to 12% turnover range, a fresh KDJ golden cross, and a beverage and alcohol import-export business classification.
• Turnover is used as a proxy for trading activity, while the KDJ crossover serves as a technical filter.
• The post offers implementation examples but reports no backtest or performance evidence.
• It identifies missing fundamentals and industry detail as limitations and recommends multi-period testing.

Tags

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