Equity Screening with Turnover, Rising KDJ, and Institutional Buying

Summary

This stock screen combines a daily turnover rate between 3% and 12%, a positive change in the KDJ K value, and an indicator intended to identify institutional accumulation. The document provides formula and Python examples, with the Python version also ranking selected names by market capitalization and returning up to five stocks. Its selection logic treats moderate trading activity and improving momentum as signals, while institutional buying is used as an additional confirmation.

The document offers no performance measurements or backtest evidence. It cautions that institutional accumulation is only a relative signal and may reflect distressed stocks or obscure other market and company information. It recommends adding market and fundamental measures and evaluating more technical indicators before relying on the screen. The described rules therefore produce candidates for further analysis, rather than establishing that a stock is suitable to buy.

Key ideas

• The screen requires turnover between 3% and 12% and a rising KDJ K value.
• An institutional accumulation indicator acts as a third selection condition.
• The Python example sorts qualifying stocks by market capitalization and returns up to five.
• Institutional buying alone can be misleading, especially when a stock is distressed.
• The document supplies no backtest results and recommends adding market and fundamental checks.

Tags

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