Stock Momentum Screening with Amplitude, Fresh KDJ and MACD Crossovers, and Recent Limit-Ups

Summary

This stock screen selects candidates with daily amplitude above a threshold, a newly formed KDJ bullish crossover, and at least one limit-up event within roughly the past month. The sample formulas and Python outline add a MACD condition, requiring a positive turn in its histogram, as well as a recent limit-up check. Together, the rules aim to find volatile stocks showing short-term momentum and prior market attention.

The document warns that the method omits fundamentals and broad market trends, and that past limit-up events may reflect speculation or manipulation rather than durable strength. It recommends combining indicators and adding other judgment criteria. It provides no backtest results, benchmark, or evidence of predictive performance. The code examples and prose should be treated as a screening sketch: indicator calculations and limit-up detection may require validation against market rules, data adjustments, and the exact intended crossover definitions.

Key ideas

• The screen combines daily amplitude, a fresh KDJ crossover, and a limit-up event during the recent lookback period.
• The sample implementations also require a MACD bullish turn.
• The proposed rationale is to combine volatility, technical momentum, and recent market attention.
• The source cautions that the rules ignore fundamentals and broader trends and may select speculative moves.
• No performance validation is reported, and implementation details require checking.

Tags

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