Screening Stocks with KDJ Crossovers and Volatility Filters

Summary

This A-share stock screen seeks candidates with intraday range above 1%, a newly formed KDJ crossover, and no limit-up close on the previous day. The accompanying formulas also impose a positive MACD-related condition, despite the prose describing the core selection as a KDJ signal, range filter, and exclusion of prior-day limit-up stocks. The article frames the range as a sign of activity and the crossover as a possible shift in momentum.

No backtest or evidence of returns is presented. The author cautions that the screen omits fundamentals and broader market direction, and that prior limit-up behavior alone is an unreliable basis for selection. Formula and Python examples are included, but their indicator calculations and limit-up checks are not fully aligned, so the stated rules and implementations may yield different selections. The article recommends combining technical signals with market, sector, and fundamental context.

Key ideas

• The proposed screen combines a daily range threshold, a fresh KDJ crossover, and a filter related to the previous session's limit-up status.
• The formulas add a positive MACD condition that is not prominent in the prose description.
• The article provides implementation examples but no backtest results.
• The example formulas and Python logic do not fully agree, which may change selected stocks.
• Fundamentals and broad market conditions are identified as missing context.

Tags

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