Stock Screening with Turnover, Rising KDJ, and a Two-Day High

Summary

This screening rule combines a turnover-rate band with a rising KDJ K value and a price high condition over a short lookback. The post describes selecting stocks whose turnover falls within the stated range, whose KDJ K value has increased, and whose high reaches the two-day maximum. Its example implementation also filters out a specified board category and requires an improving money-flow rank. These conditions are presented as a way to combine trading activity, short-term price behavior, and a momentum indicator.

The author cautions that positive KDJ movement does not eliminate unstable or volatile shares, and that focusing on a two-day high may overemphasize recent price action. Suggested refinements include adding other indicators, extending the high-price window, and considering capital-flow measures. The written rule and examples do not align perfectly in every detail, and the document provides no backtest results or evidence that the filter predicts returns.

Key ideas

• The screen combines a turnover-rate range, rising KDJ K, and a two-day high condition.
• The code example adds a board exclusion and rising money-flow rank requirement.
• The post notes that short lookbacks can overweight recent price moves and that volatile stocks may remain.
• It suggests using additional indicators or longer price windows as possible refinements.
• No backtest evidence is provided, and the stated rule differs in some details from its examples.

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