Main-Board Stock Screen Using Turnover, Daily Gains, and KDJ Crossovers

Summary

This stock-selection proposal filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a newly formed KDJ golden cross. The accompanying Python example checks recent K and D values for a crossover and adds a J-value threshold, along with code and listing exclusions. The post presents turnover as a way to screen trading activity and the crossover as a technical signal; its sample formulas also refer to volume conditions, which do not fully match the stated selection rule.

No backtest results or evidence of predictive performance are provided. The document cautions that KDJ can misread price behavior and suggests supplementing technical filters with other indicators and fundamental measures such as profitability growth or return on equity. Because the formulas and prose contain some inconsistencies, implementation details should be checked against the intended rule before use.

Key ideas

• The stated screen combines turnover of 3% to 12%, a daily gain above 1%, main-board status, and a fresh KDJ golden cross.
• The Python example identifies the crossover by comparing current and prior K and D values.
• The code adds filters that are not fully aligned with the prose, including a J-value threshold and exclusions.
• The post supplies no backtest or performance evidence.
• It notes KDJ’s limitations and proposes adding other technical and fundamental factors.

Tags

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