Screening for Volatility, Recent Limit-Ups, and a KDJ Crossover

Summary

This Chinese A-share screening idea combines three conditions: daily price amplitude above 1%, at least one limit-up session in the previous 25 days, and a newly triggered KDJ signal. The article describes the limit-up condition as evidence of market attention and treats a KDJ crossover as a possible entry signal. It also supplies example formulas and Python logic for checking the conditions and collecting matching stocks.

The screen is presented as a way to find volatile stocks with recent strong price action and a fresh technical signal. The article gives no backtest, performance figures, or comparison with a benchmark, so its claims about return potential are not established by evidence in the document. It warns that historical conditions may not predict future performance, crossover signals can be mistimed, and high-amplitude or limit-up stocks can carry substantial risk. It suggests adding trend indicators and company fundamentals, but does not define an exit rule, position sizing, or validation method.

Key ideas

• The screen requires daily amplitude above 1% and at least one limit-up session in the prior 25 days.
• A newly formed KDJ signal is used as the third entry-pool condition.
• The article provides sample indicator formulas and Python screening logic.
• No backtest or return evidence is provided, and volatile limit-up stocks may carry elevated risk.
• The suggested refinements include trend analysis and company fundamentals.

Tags

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