Stock Screening with Turnover, Rising KDJ, and Afternoon Flows

Summary

This Chinese stock-screening rule selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and positive afternoon large-order net volume and net amount. The article presents the afternoon flow filters as an added check for buying support, then gives formula and Python examples that compare the current KDJ K value with its prior value and apply the turnover and flow conditions.

The source does not provide a backtest, performance statistics, or evidence that the signals predict subsequent gains. It warns that excluding stocks with negative afternoon flows does not address other unstable or volatile flows. It suggests adding technical, industry, or fundamental measures, but does not specify how to combine them. The thresholds and signal definitions are examples that would need testing and careful alignment with the data being used.

Key ideas

• The screen requires turnover between 3% and 12%.
• It selects stocks whose KDJ K value has increased from the previous observation.
• It also requires positive afternoon net volume and net amount from large orders.
• The article provides formula and Python examples but no performance evidence.
• The screen omits other sources of unstable flows and may need additional analysis.

Tags

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