Stock Screening with Turnover, Rising KDJ, and Moving Average Crossovers

Summary

The proposed screen selects stocks with turnover between three and twelve percent, a rising KDJ K line, and bullish crossings among moving averages. The formula example specifies crosses of the five- and ten-period, ten- and twenty-period, and twenty- and thirty-period averages, making the rule a short-term alignment filter. The accompanying Python sketch instead checks turnover averages, K-line growth, and whether the moving averages are ordered, which is not exactly the same as requiring simultaneous fresh crossovers.

The document offers no backtest or performance results. It warns that the approach is driven by short-term technical conditions, excludes fundamentals and longer-term direction, and may overfit if indicator history or data quality is poor. It recommends adding valuation and longer-horizon trend measures, but does not test whether those additions improve robustness.

Key ideas

• The screen combines a turnover band with a rising KDJ K line.
• The formula requires several moving-average crossovers at once.
• The Python example checks moving-average ordering rather than the same crossover events.
• The method has no reported performance evidence and may be vulnerable to short-term bias and overfitting.

Tags

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