Combining Turnover, KDJ, and Weekly Moving Average Crossovers

Summary

This A-share stock screen combines a turnover range of 3% to 12% with a newly formed KDJ bullish crossover and a weekly moving-average crossover in which the five-week average moves above the ten-week average. Its final stated selection logic also requires market capitalization above one billion yuan. The article describes turnover as a liquidity filter and the two crossovers as signals of improving short-term and weekly trends.

It provides example indicator formulas and Python-style screening logic, but no backtest results or evidence that the rules generate returns. The sample code and written rule are not fully aligned: the code’s crossover check uses price averages and its turnover condition differs in period and implementation from the stated rule. The article warns that the approach omits fundamentals and sector characteristics, can select overheated stocks, and may miss longer-term trends. Any use would require checking indicator definitions, data frequency, signal timing, and execution assumptions.

Key ideas

• The stated screen uses turnover between 3% and 12%, a fresh KDJ bullish crossover, and a weekly five-period average crossing above the ten-period average.
• The final selection rule adds a market capitalization threshold above one billion yuan.
• The article presents the crossovers as trend signals but supplies no performance results.
• It warns that the screen omits fundamentals and may favor overheated short-term moves.
• The example code does not clearly match all parts of the written selection logic.

Tags

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