Small-Cap Stock Screen Using Range, KDJ, Market Value, and Profitability

Summary

This stock-selection proposal combines a price-amplitude threshold, a KDJ condition with K below 20, a market-value ceiling of 10 billion yuan, and a requirement for positive profits. The rationale is to find smaller companies with substantial price movement while using the oscillator and profitability filters to refine the candidate list. Formula and Python examples are included to illustrate the screening logic.

The post reports no backtest, performance figures, or evidence that these conditions produce attractive returns. It advises considering industry, market direction, and additional financial and technical measures. The implementation details also need review: the examples differ in how they represent sustained profitability, and the explanation of the formula's counting function does not clearly match its use in the code. The amplitude threshold and market-value units should likewise be confirmed against the chosen data source before testing.

Key ideas

• The proposed screen combines amplitude above 1, KDJ K below 20, market value at or below 10 billion yuan, and positive profits.
• The rationale is to pair price movement and an oversold-style oscillator reading with company size and profitability filters.
• The document includes formula and Python examples but no backtest results.
• Industry conditions, broader market direction, and additional financial measures may affect the screen's usefulness.
• The profitability examples and some implementation definitions are inconsistent or unclear.

Tags

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