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A Chinese Equity Screen Combining RSI, Beverage Imports, and Moving Averages

Article SuperMind

Summary

This Chinese-language post describes a stock selection screen that combines an RSI threshold below 65, membership in a beverage and alcohol import-export industry category, and a bullish alignment of three moving averages. It gives illustrative indicator logic using a 12-period RSI and 5-, 10-, and 20-period moving averages, along with references to implementing the conditions in screening software and Python. The post characterizes RSI as a way to assess overbought or oversold conditions and moving-average crosses as potential buy signals.

The author notes that restricting the screen to one industry may exclude other opportunities and that strict combined filters may return very few stocks. Suggested adjustments include adding fundamental or technical measures and changing indicator parameters. The post does not supply a defined holding period, exit rules, transaction-cost assumptions, or backtest results, so it offers a screening recipe rather than evidence of profitability. Its explanation also shifts between simultaneous golden crosses and a simple ordering of moving averages, leaving the exact signal definition somewhat unclear.

Key ideas

  • The screen requires RSI below 65 and a stock classified in the beverage and alcohol import-export industry.
  • It uses three moving averages with 5-, 10-, and 20-period windows to represent bullish technical alignment.
  • The post warns that a narrow industry filter and several simultaneous conditions can leave too few candidates.
  • It suggests varying the RSI and crossover parameters or adding fundamental and other technical inputs.
  • No backtest or complete trading rules are provided, so predictive performance is not established.

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