A-Share Screen Combining RSI, Earnings Growth, and Price Stability

Summary

This A-share stock screen combines a technical condition with company earnings growth and a basic price check. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%, and a close above the prior session’s low. The accompanying explanation interprets the RSI threshold as a potential buying opportunity, earnings growth as evidence of improving profitability, and the price condition as a sign of relative stability.

The document includes SQL and Python references, but they do not align perfectly with the stated screen: the Python example adds a circulating-market-value filter, while its profit-growth calculation may not represent the stated year-over-year measure; the SQL uses a lagged profit ratio. The author also notes that market moves and changing financial data affect reliability, and that balance-sheet and cash-flow analysis is absent. No backtest or performance results are provided, so the screening rationale remains unvalidated.

Key ideas

• The stated screen requires RSI below 65, parent-attributable net-profit growth above 20% and up to 100%, and a close above the previous session’s low.
• The approach combines a technical signal, an earnings-growth measure, and a simple price condition.
• The Python example adds a circulating-market-value range that is not part of the stated final screen.
• The SQL and Python examples may not calculate year-over-year earnings growth in the same way as the stated rule.
• The document flags incomplete financial analysis and market changes as risks, and supplies no backtest results.

Tags

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