Chinese Stock Screen Using KDJ Crossovers, Amplitude, and Market Size
Summary
This document presents a Chinese stock screening rule combining daily amplitude above 1, a newly formed KDJ crossover, and circulating market capitalization of at least 200 million. It describes the crossover as a possible sign of improving sentiment and treats the size threshold as a way to favor relatively larger companies. Formula and Python examples outline how to calculate the conditions and form a candidate list.
The article proposes adding liquidity and fundamental measures such as valuation, profitability, and growth, but it gives no backtest, performance results, or evidence that the crossover predicts gains. It also acknowledges that a simple size filter can exclude potential candidates and that the screen omits future earnings and business prospects. The implementation should be interpreted cautiously: its examples use specific calculations and data fields, which may not match across platforms or data sources.
Key ideas
- The screen combines amplitude above 1, a fresh KDJ crossover, and circulating market capitalization of at least 200 million.\nThe article frames the crossover as a momentum or sentiment signal, not as demonstrated predictive evidence.\nIt recommends considering valuation, growth, profitability, and trading volume as additional filters.\nNo backtest or measured returns are provided.\nThe sample calculations and data fields may vary across platforms.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.