Screening Stocks by Turnover, KDJ Golden Cross, and Float Market Value

Summary

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity and size, while the KDJ crossover is intended to identify a possible upward trend. Formula and Python examples are included as implementation references.

The article offers no backtest, portfolio results, or evidence that the combination predicts returns. It notes that technical and size filters may miss company fundamentals, and suggests adding measures such as dividend yield, return on equity, price-to-earnings growth, and volume-price analysis. The code’s turnover calculation and KDJ comparison may not precisely implement the stated conditions, so data definitions and crossover timing would need validation.

Key ideas

• The screen combines a 3%–12% turnover range with a KDJ golden cross.
• It requires circulating market value above 10 billion yuan.
• The article provides implementation examples but no performance evaluation.
• It notes that fundamental data and volume-price analysis could add context, while code details need validation.

Tags

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