Screening Stocks by Daily Range, KDJ Crossover, and Institutional Flow
Summary
This stock-selection method combines three conditions: a daily high-low range above one percent, a newly formed upward KDJ crossover, and positive institutional flow. The post frames a wide range as a sign of volatility and potential opportunity, the crossover as improving momentum, and positive institutional activity as evidence of buying interest. It includes example indicator formulas and Python code intended to implement the screen.
No backtest, trade outcomes, or supporting performance data are provided, so the stated interpretations remain hypotheses. The post warns that institutional flow can be uncertain and that the screen ignores company fundamentals. It suggests adding valuation measures and considering sector conditions. Results will also depend on the exact KDJ and institutional-flow definitions and the quality and timing of the underlying data.
Key ideas
- The screen requires a daily high-low range greater than one percent, a fresh upward KDJ crossover, and positive institutional flow.
- The method combines a volatility condition with a technical momentum signal and a capital-flow measure.
- The document provides example formulas and code but no performance evaluation.
- Institutional activity can be uncertain, and the screen omits fundamental factors.
- Valuation measures and sector context are suggested as possible additions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.