A-Share Morning Screen Using RSI, Rising DEA, and a Gap Limit

Summary

This Chinese stock selection proposal filters for an RSI below 65, a rising DEA line from MACD, and a quoted gain below 6% at 9:25 a.m. It is framed as a way to find shares with moderate short-term gains while retaining improving indicator conditions. The document includes indicator settings and sample Python logic, but that example uses historical price data in ways that do not clearly establish a reliable 9:25 observation or fully match the stated screening time.

The post cautions that it omits fundamental company analysis and that prices can move sharply after the early quote, potentially invalidating the filter. It suggests adding technical and fundamental checks and considering stock activity and market conditions. No backtest results, comparative evidence, or performance record are supplied, so the proposed screen should be treated as a hypothesis for evaluation rather than a validated investment strategy. Its usefulness lies in specifying a simple indicator-based screening recipe and highlighting timing and coverage limitations.

Key ideas

• The screen selects stocks with RSI below 65, a rising DEA line, and a 9:25 a.m. gain below 6%.
• The proposal combines a momentum-related indicator condition with a limit on the early session price move.
• The source notes that fundamentals are omitted and later market moves may undermine the early signal.
• It recommends adding other technical and fundamental filters and accounting for market activity.
• The document provides no performance results, and its sample code does not establish a dependable 9:25 data process.

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