Stock Screening with Turnover, Order Flow, and a KDJ Golden Cross

Summary

This Chinese-language strategy note describes a stock selection rule that combines a turnover range of 3% to 12%, an outside-to-inside trading volume ratio above 1.3, and a KDJ golden cross. It presents the cross as a signal of strengthening buying interest and uses the combined filters to narrow the candidate list. A short code example checks the latest turnover and volume ratio alongside a transition in which the KDJ J line moves above the K line.

The note provides no backtest, performance data, or market comparison to support its claim that the added filter may improve returns. It warns that the rule can exclude stocks that have already risen before the cross or that look attractive on other measures. It suggests adding indicators such as MACD or RSI, while emphasizing that choices should reflect the trader’s style and risk tolerance. The stated thresholds and signal definition are therefore a screening proposal, not evidence of a validated strategy.

Key ideas

• The screen requires turnover between 3% and 12%.
• It also requires the outside-to-inside volume ratio to exceed 1.3.
• A KDJ golden cross supplies the additional bullish timing condition.
• The note warns that the cross may occur after a stock has already performed well.
• No historical performance evidence is provided.

Tags

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