A-Share Stock Screen Combining Turnover, Size, Profitability, and KDJ

Summary

This proposed Chinese A-share screen first narrows the universe by turnover, market capitalization, and profitability, then ranks candidates by an increase in the K value of the KDJ indicator. The article describes turnover between 3% and 12%, companies below a stated 10-billion-yuan size ceiling, and firms without losses. It includes a stock-selection formula and a Python example intended to retrieve data, apply filters, and rank a limited list of stocks. The formula and sample code do not fully align: the code includes a lower market-cap bound, while its KDJ calculation and some data-field references appear inconsistent with the written logic.

The author cautions that a technical-only screen overlooks company fundamentals and macroeconomic conditions, and suggests combining technical, fundamental, and industry assessment. No backtest methodology or performance results are supplied. The screen is therefore a proposal, not evidence of a profitable strategy; data definitions, indicator calculations, execution assumptions, and out-of-sample behavior would need independent review.

Key ideas

• The screen combines turnover, market size, and positive profitability filters with a rising KDJ K value.
• Candidates are ranked by the size of the KDJ-related increase.
• The article provides both a platform formula and a Python example, but their filters and calculations do not fully agree.
• The author identifies the absence of fundamental and macroeconomic analysis as a limitation.
• No backtest results are presented to establish the screen’s performance.

Tags

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