Stock Screening with Turnover, a KDJ Cross, and Institutional Buying

Summary

This proposed stock screen combines three filters: turnover between 3% and 12%, a newly formed KDJ bullish cross, and a positive institutional net-purchase measure. The post frames turnover as a liquidity and activity filter, the KDJ signal as a trend or timing cue, and institutional buying as an indication of net demand. It includes an indicator formula and a sample data workflow for applying the conditions to stocks.

The article offers no backtest, return analysis, or evidence that the filters improve selection. It acknowledges that the screen omits company fundamentals and macroeconomic conditions, and that institutional activity is represented by a narrow net-purchase measure. It suggests adding fundamental growth, other technical or sentiment indicators, and financial liquidity measures. The sample implementation’s turnover calculation and KDJ comparison may not exactly capture the stated range and newly formed cross, so users would need to verify data definitions and signal timing before evaluating it.

Key ideas

• The screen requires turnover between 3% and 12%, a fresh KDJ bullish cross, and positive institutional net buying.
• The three filters are intended to represent trading activity, a technical entry signal, and institutional demand.
• The post supplies formulas and a sample workflow but no performance evidence.
• It identifies missing fundamental and macroeconomic analysis as limitations.
• The sample calculations should be checked against the stated signal definitions.

Tags

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