Stock Screening with Amplitude, Control Change, and Rising KDJ

Summary

The document proposes a Chinese stock selection screen combining daily price amplitude above a threshold, a measure of daily change in controlling shareholder holdings above a threshold in absolute value, and a rising KDJ K line. It provides example implementations in Tonghuashun formula syntax and Python-like pseudocode, using recent daily data and ranking selected stocks by price change. The KDJ calculation is presented as a confirmation signal alongside the amplitude and shareholder-control filters.

The text characterizes the approach as technical screening supplemented by ownership data, and suggests adding fundamental and industry checks, tuning KDJ parameters, broadening the universe, and controlling position size. It cautions that adverse fundamentals or sector conditions can cause further declines and that KDJ may generate false signals. No backtest, measured returns, or validation of the claimed medium- to long-term potential is supplied, and the referenced data functions and platform formulas require platform-specific implementation.

Key ideas

• The screen combines daily amplitude, change in controlling shareholder holdings, and a positive change in the KDJ K value.
• The examples show the filters in Tonghuashun syntax and Python-like pseudocode.
• The proposed refinements include fundamental and industry analysis, parameter adjustment, and position risk controls.
• The source warns of adverse market or company conditions and false KDJ signals.
• The strategy description provides no empirical backtest evidence or measured performance.

Tags

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