A-Share Screen Combining RSI, Earnings Growth, and Trading Value

Summary

This Chinese A-share stock screen combines a technical condition with fundamental growth and liquidity filters. It selects stocks with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and prior-day trading value above 60 million. The article presents the mix as a way to find shares with moderate RSI readings, growing profits, and substantial market activity. Reference implementations are included, although their growth calculation and data timing would need careful review before use.

The post offers no backtest results or evidence that the filters predict returns. It explicitly cautions that the approach does not account for broader market direction or policy conditions and may fail in changing environments. It suggests adding valuation measures, more technical signals, industry classification, and market context, but does not test these extensions. The rules are therefore a screening recipe rather than a demonstrated profitable strategy.

Key ideas

• The screen requires RSI below 65, year-over-year parent-company net profit growth between 20% and 100%, and prior-day trading value above 60 million.
• It combines a technical indicator with fundamental growth and a liquidity threshold.
• The post describes the selected shares as relatively moderate in RSI, profitable growth, and actively traded.
• No performance test is reported, and the rules omit broad market and policy conditions.
• Valuation, additional technical indicators, industry, and market trend are suggested as possible extensions.

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