Screening Stocks by Turnover, KDJ Golden Cross, and Rising MACD DEA

Summary

This stock screen selects shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a rising MACD DEA value. The article describes turnover as a measure of stock activity and presents the two indicator conditions as signals of upward momentum. It specifies that DEA should rise over the recent two days and includes formula and Python examples for scanning Chinese stocks.

The document provides no backtest results or performance evidence. It notes that the approach omits company fundamentals and industry conditions, and that its simple technical filters may select volatile or risky stocks. Suggested additions include valuation, capital-flow, industry, and financial-strength measures, as well as screening out higher-risk companies. The code's data fields and calculations are not fully aligned with the stated rules, so an implementation would need verification before evaluation.

Key ideas

• The screen combines turnover from 3% to 12%, a newly formed KDJ golden cross, and a rising MACD DEA.
• The article frames turnover as an activity filter and the indicators as upward-trend signals.
• It gives no evidence that the screening rules produce positive returns.
• The rules omit fundamentals and industry conditions, and may select volatile stocks.
• The example code should be checked against the stated criteria before use.

Tags

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