Chinese Stock Screening with Turnover, DEA Trend, and KDJ Golden Cross
Summary
The document presents a Chinese equity screening rule that combines turnover between 3% and 12%, a rising DEA condition, and a newly formed KDJ golden cross. It frames turnover as a way to focus on moderately active stocks, DEA as a trend filter, and the KDJ crossover as a possible signal of upward momentum. It also describes how to express the conditions in screening logic and a Python workflow.
No backtest, return series, benchmark comparison, or selection statistics are provided, so the proposed rationale is not supported with performance evidence. The post acknowledges market risk and the exclusion of company fundamentals, and suggests adjusting conditions by industry or adding other technical and fundamental checks. The strategy is therefore a preliminary technical screen, not a demonstrated standalone trading system; its results would depend on definitions, data quality, and subsequent evaluation.
Key ideas
- The screen requires turnover to fall between 3% and 12%.
- It uses a rising DEA condition as a trend filter.
- A KDJ golden cross is treated as a potential upward signal.
- The post recommends adding fundamental or other technical analysis to the screen.
- No empirical performance evidence is supplied.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.