Screening Stocks with Turnover, a KDJ Golden Cross, and Position Increases

Summary

This proposed stock screen combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a reported daily position increase greater than 5%. The post frames the turnover band as a way to exclude unusually inactive or active stocks, the crossover as a possible signal of a directional change, and the position increase as a sign of investor interest. It includes formula and Python examples intended to apply versions of these conditions to stock data.

The post provides no backtest, trade outcomes, or other evidence that the rules are profitable. It cautions that the position-increase measure may be inaccurate and that relying on price-related signals can leave fundamental and industry factors out of the selection process. There is also a mismatch between the stated condition and the examples: the code checks recent price movement above 5%, which is not clearly the same as a position increase, and the Python turnover calculation uses a historical quantile rather than an explicitly current reading. These differences need resolving before the screen can be reproduced consistently.

Key ideas

• The proposed screen uses turnover from 3% through 12%, a KDJ golden cross, and a daily position-increase reading above 5%.
• The post presents turnover as an activity filter and the crossover as a possible turning-point signal.
• No backtest or performance evidence is provided.
• The example implementations do not clearly match the stated position-increase condition, so the rules are ambiguous.

Tags

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