Stock Screening with Turnover, Rising KDJ K, and Rising DEA

Summary

This stock-selection rule filters for turnover rates between 3% and 12%, a rising K line from the KDJ oscillator, and a rising DEA line. The post’s sample formula also excludes stocks in industry type 1, which it identifies as the STAR Market. Its Python example checks average turnover and compares the latest KDJ K and DEA readings with the prior observations.

The rationale is to combine a moderate activity range with upward momentum in two technical indicators. The post warns that market-wide price action and capital flows are omitted, and that DEA can lag, so qualifying stocks may not deliver expected returns. It suggests adding financial measures and other market data, but supplies no backtest or empirical evidence that the screen works. The described conditions define a screening rule, not a complete trading plan with entry timing, exits, or risk controls.

Key ideas

• The rule screens for turnover between 3% and 12% and rising KDJ K and DEA readings.
• The sample formula excludes stocks identified as belonging to industry type 1.
• The post presents the indicators as a way to identify stocks with strengthening trends.
• DEA may lag, and broad market conditions or capital flows can affect results.
• No backtest or performance evidence is provided.

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