Stock Screening with Amplitude, Main-Force Control, and KDJ Growth

Summary

This note proposes screening Chinese stocks for daily amplitude above 1%, evidence described as main-force control on the previous day, and growth in the KDJ indicator’s K value. The rationale is to combine elevated short-term price movement and signs of large-player participation with a rising momentum measure as a possible timing aid. The document provides a KDJ parameter setup and example screening logic, but reports no backtest, returns, or comparison against a benchmark.

The author notes that short-term price fluctuations can dominate this screen, that KDJ can be affected by market conditions and data, and that the method overlooks long-term prospects and fundamentals. Adding indicators such as MACD or RSI and reviewing company fundamentals are offered as possible refinements. The sample code does not cleanly demonstrate the stated KDJ K-value growth filter, so it should not be treated as a validated implementation. No evidence establishes that the proposed criteria produce an edge.

Key ideas

• The proposed screen combines amplitude above 1%, prior-day main-force control, and KDJ K-value growth.
• KDJ is presented as a short-term timing aid rather than a measure of company fundamentals.
• The note gives a parameter setup and example code but no strategy performance evidence.
• The author cautions that short-term volatility and indicator behavior can affect results.
• The example implementation does not clearly match the stated K-value growth condition.

Tags

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