Screening Stocks with Turnover, KDJ, and Rising Moving Averages

Summary

The post describes a stock screen that selects shares with turnover between 3% and 12%, a rising KDJ K value, and an upward ordering of the 5-, 10-, 20-, and 60-day moving averages. The turnover band is intended to constrain trading activity, the KDJ condition to identify improving momentum, and the moving-average ordering to require a rising trend structure. It gives both a formula-style specification and a Python example for applying these filters to market data.

The source cautions that recent strength may fade and that the screen omits company fundamentals, so it should be combined with further analysis. It offers no backtest or performance evidence. There is also a mismatch between the prose, which bounds KDJ growth below 100, and the shown conditions, which only check that KDJ K has increased; the implementations should be reconciled before use. The example is therefore a screening template, not a validated strategy.

Key ideas

• The screen combines a turnover range, rising KDJ K, and an ascending sequence of four moving averages.
• The moving-average condition requires the 5-day average to exceed the 10-day, then the 20-day, then the 60-day average.
• The post warns that recent price strength may not continue and that fundamentals are not included.
• The prose specifies an upper bound on KDJ growth that is absent from the example conditions.
• No backtest or evidence of trading performance is provided.

Tags

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