A-Share Momentum Screen with RSI and a Beverage Industry Filter

Summary

This document describes an equity screen for the Chinese beverage and alcohol import-export industry. It selects stocks with a 14-period RSI below 65 and a 10-day price gain greater than zero but less than 35%. The combination is presented as a way to focus on stocks with some recent upward movement while avoiding those whose gains exceed the stated ceiling. Sample indicator and Python logic are included.

No backtest, performance statistics, or comparative evidence is reported. The article acknowledges that the gain cap may exclude stocks with potential and that industry leadership can shift quickly. It suggests adding valuation measures or revisiting the thresholds, but does not establish how those changes should be calibrated. The selection therefore remains a narrow technical and industry filter, rather than a complete assessment of a stock's fundamentals or prospective return.

Key ideas

• The screen targets the beverage and alcohol import-export industry.
• It requires a 14-period RSI below 65 and a 10-day gain greater than 0% but below 35%.
• The gain band is intended to identify recent positive momentum while excluding larger advances.
• Industry leadership can rotate, and the gain ceiling may omit stocks with potential.
• The document offers example implementations but no backtest or performance results.

Tags

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