Stock Screening with Turnover, Rising KDJ, and Prior-Day Control Signals

Summary

This stock-selection method filters for turnover between 3% and 12%, a rising KDJ K value, and a prior-day main-force control signal. The formula example adds further conditions, including a rising 15-day average above a 60-day average, a positive candle, and a volume-related test. A Python example instead checks turnover, the change in KDJ K, and an increase in the control measure, so the implementations do not fully match.

The article describes the added control signal as a way to favor stocks with active, supportive flows. It warns that the filter could exclude promising stocks before funds arrive, while admitting stocks with weak investment merit merely because the signal appeared. No backtest, sample period, or performance evidence is provided. It recommends incorporating financial and market context, but leaves those additional filters undefined.

Key ideas

• The main screen combines turnover in the stated range, rising KDJ K, and a prior-day control signal.
• The formula example includes extra trend, candle, and volume conditions beyond the narrative screen.
• The code examples differ in how they implement the stated filters.
• The article gives no performance evidence and warns about false inclusions and exclusions.

Tags

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