Stock Screening with Amplitude, KDJ Crossovers, and Beverage Trade Data

Summary

This article proposes screening Chinese stocks using three conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and a signal derived from beverage and alcohol import-export data. It describes the crossover as a possible sign of improving market direction and treats rising export data as support for the industry. The article includes example formulas and Python snippets that show how to calculate the technical signal and obtain the industry series.

The rationale is qualitative; the article reports no backtest results or measured evidence that the combined screen improves returns. It cautions that the rules omit company fundamentals and broader industry-cycle analysis, and that technical signals alone cannot substitute for investment research. It suggests adding indicators and industry measures and strengthening risk controls. The implementation examples also express the industry condition differently, so readers would need to verify that the code matches the stated screening logic before use.

Key ideas

• The proposed screen combines a daily amplitude threshold with a newly formed KDJ crossover and beverage trade data.
• The article interprets the KDJ crossover as a possible indication of improving price direction.
• The industry condition is motivated by beverage and alcohol export growth, but the examples use different formulations.
• The article gives no performance evidence and warns that the screen omits company-level analysis and industry-cycle risks.
• It recommends additional indicators, broader industry measures, and stronger risk controls.

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