A-Share Stock Screen Using Turnover, KDJ Crossovers, and Limit-Up Filters

Summary

This stock-selection approach combines a market-cap threshold, a turnover-rate band, a newly formed KDJ bullish crossover, and exclusion of ST-designated shares. It also adds a sequence of prior daily price-change thresholds described as a five-step limit-up method. The stated intent is to select liquid stocks with a positive technical signal and recent strong price action, and to run the screen before 10 a.m.

The document supplies screening logic and example implementation references, but reports no backtest, returns, benchmark comparison, or validation. It acknowledges that the rules omit fundamental, industry, and broader market-sentiment factors, and suggests adding valuation, moving-average, or sector-heat filters. The screen may therefore concentrate in stocks with strong recent gains; the text does not define risk controls or explain how the signals should be traded after selection.

Key ideas

• The screen combines a turnover range with a KDJ bullish crossover and excludes ST shares.
• A market-cap minimum and recent multi-day price-rise filters further narrow the candidate list.
• The approach is presented as a stock selection method rather than a complete entry and exit system.
• The document provides no empirical performance evidence and flags omitted fundamentals and industry conditions.
• Potential extensions include valuation measures, moving averages, and market or sector sentiment filters.

Tags

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