Weekly Moving Average Crossover with Turnover and KDJ Filters

Summary

This post outlines a stock-selection screen requiring turnover between 3% and 12%, a rising KDJ K value, and a weekly five-period moving average crossing above the ten-period average. It presents equivalent conditions in formula-style and Python-style examples. The moving-average crossover is intended to identify a shift in trend, while turnover and KDJ momentum narrow the candidate set.

The post characterizes the screen as a way to find stocks with potential, but offers no backtest, sample, or return evidence to support that claim. It acknowledges that moving-average crosses do not reliably predict price direction and recommends considering other technical signals and company fundamentals. The code is illustrative, and the description does not specify data handling, execution timing, transaction costs, or how often signals should be acted on. The rules are therefore a candidate filter for further research, not a complete or validated trading strategy.

Key ideas

• The screen limits candidates to stocks with turnover between 3% and 12%.
• It requires the KDJ K value to rise from its previous reading.
• A weekly five-period moving average must cross above the ten-period average.
• The post provides formula and Python-style examples but no backtest results.
• It cautions that moving-average crossovers are imperfect and suggests adding other indicators and fundamental checks.

Tags

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