Chinese Stock Screen Combining Recent Limit-Ups, KDJ Crossovers, and Fund Flow

Summary

This Chinese stock-selection note combines three filters: at least two limit-up sessions during the previous 500 days, a newly formed upward KDJ crossover with J below zero, and a ranking by a measure called fund strength. The note describes that measure as using turnover and trading volume to identify stocks with relatively strong inflows. It presents the crossover and repeated limit-up history as signs of price strength, then recommends adding company financial and profitability analysis before making an investment decision.

The document gives no test results, precise fund-flow formula, trading rules, or evidence that these conditions predict future returns. Its Python example is truncated before the calculation is complete, so it does not provide a usable implementation. The author cautions that technical indicators can omit fundamentals and that the resulting candidate list may still require further screening. The stated lookback and signal definitions are not enough to determine how limit-up events, crossover timing, or the fund-strength ranking should be handled across different data sources.

Key ideas

• The screen requires at least two limit-up sessions over the previous 500 days.
• It seeks a newly upward KDJ K-D crossover while J is below zero.
• Stocks are ranked by a fund-strength measure described as using turnover and volume.
• The note recommends adding financial and profitability analysis to the technical screen.
• The code example is incomplete, and the note reports no backtest or performance evidence.

Tags

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