Chinese Stock Screening with Volume Rank and Three Indicator Crossovers

Summary

This stock selection approach ranks securities by volume ratio and keeps the top 100, then looks for simultaneous bottom crossovers in MACD, KDJ, and RSI. It also requires at least two limit-up sessions within the prior 500 days. The stated rationale is to combine a measure of current trading intensity, technical turning signals, and a history of strong price moves.

The document offers qualitative reasoning but no backtest, return statistics, or validation of the conditions. Its code excerpt is incomplete and does not fully implement the described screen, so it cannot establish that the method works as stated. The author notes that the selection rules do not account for market risk or company fundamentals and cannot ensure that selected stocks will rise. Suggested additions include financial and industry information, while machine learning is mentioned as a possible refinement without supporting evidence.

Key ideas

• The screen selects from the 100 stocks ranked highest by volume ratio.
• It requires MACD, KDJ, and RSI to form bottom crossovers at the same time.
• A stock must have recorded at least two limit-up sessions over the previous 500 days.
• The strategy combines current trading activity, technical signals, and historical price behavior.
• No performance evidence is provided, and the code example is incomplete.

Tags

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