Stock Screening with Turnover, Rising KDJ K, and Institutional Holdings

Summary

The screening rule selects stocks with turnover between 3% and 12%, a rising K line from the KDJ indicator, and a positive institutional holdings measure. The article presents the rule as combining trading activity, technical momentum, and an institutional positioning signal. Its examples describe checking the latest KDJ K value against the prior observation and testing the institutional holdings field.

The post cautions that institutional-flow data may be opaque and can be misinterpreted, while reliance on technical signals can increase risk. It suggests adding fundamental measures or other indicators and refining the institutional signal with research or ratings data. No backtest, benchmark, or performance results are supplied, and the Python example’s turnover condition uses a group average, so it may not match a daily screening interpretation of the stated range.

Key ideas

• The screen requires turnover within a stated range, a rising KDJ K value, and positive institutional holdings.
• The KDJ condition compares the latest value with the previous observation.
• The article warns that institutional positioning data may be opaque and easy to misread.
• It proposes adding fundamental variables or refining the institutional signal.
• No performance evidence is provided, and the code’s turnover average may differ from a daily rule.

Tags

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