Stock Screening with Turnover, KDJ Momentum, Price, and Enterprise Type

Summary

This stock screen filters for shares with turnover between 3% and 12%, a rising KDJ K value, a closing price below 12 yuan, and a specified enterprise type. The accompanying indicator logic compares the current K value with its prior reading; the Python example applies the turnover, KDJ change, price, and enterprise type filters to stock data. The enterprise category must be chosen by the user, and the document does not define which category is preferred.

The explanation suggests that enterprise characteristics could affect price behavior, but it supplies no empirical analysis or performance results supporting that premise. It also warns that the screen omits broader fundamentals and market conditions, and recommends considering market trends, macroeconomic conditions, and enterprise-type effects. This is a screening recipe rather than a complete portfolio or execution strategy; its thresholds and rationale are not validated in the text.

Key ideas

• The screen requires turnover between 3% and 12% and a rising KDJ K reading.
• It also filters for a closing price below 12 yuan and a user-selected enterprise category.
• The example implements the conditions with stock data and a prior-period KDJ comparison.
• The document gives no backtest evidence and warns that market and fundamental risks remain.

Tags

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