Stock Screening with Daily Range, a Fresh KDJ Crossover, and Listing Age

Summary

This note outlines a stock screen requiring a daily high-low range above 1%, a newly formed KDJ crossover, and more than one year since listing. It presents the range as a sign of volatility and the crossover as a possible improvement in market momentum. The listing-age filter is intended to exclude very new companies, although age alone does not establish financial stability. The note includes formula and Python examples for calculating the conditions.

It acknowledges that the screen omits business and financial risks, cannot account for macroeconomic changes, and uses listing age as a limited proxy for company maturity. The examples also merit care: the code’s KDJ calculation and crossover checks may not match standard implementations, and its filtering logic appears to mix current-row conditions with whole-series conditions. No backtest or measured results are given, so the screen’s predictive value and robustness are unknown.

Key ideas

• The proposed screen combines a daily range above 1%, a fresh KDJ crossover, and listing age over one year.
• The note treats the range as a volatility filter and the crossover as a possible momentum signal.
• Listing age does not replace analysis of financial condition, valuation, or business risk.
• The code may not implement the stated conditions consistently, and no performance test is reported.

Tags

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