A-Share Screen Combining RSI, Limit-Up Frequency, and Revenue Growth

Summary

This document describes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up days within 500 days, and 2021 revenue more than 1.1 times 2018 revenue. Its Python example adds further filters for positive earnings per share and a price-to-earnings ratio below 20, then returns selected stocks with their price, RSI, limit-up count, and revenue ratio. The post characterizes the screen as seeking lower-valued, higher-growth companies and suggests broadening the fundamental inputs and adding market activity or sentiment measures.

No backtest, performance figures, or evidence that these filters identify undervalued stocks is provided. The headline's threshold differs from the strategy description, which specifies a ratio above 1.1. The example also depends on external market and financial data, and its code does not show how the 500-day limit-up count is calculated. The author flags financial statement reliability and the narrowness of relying on a few indicators as risks.

Key ideas

• The proposed screen requires RSI below 65, at least two limit-up days in 500 days, and revenue growth from 2018 to 2021 above a stated threshold.
• The Python example further requires positive earnings per share and a price-to-earnings ratio below 20.
• The post suggests adding broader financial measures and market activity indicators to refine the screen.
• The document provides no backtest or performance evidence, and its headline threshold conflicts with the detailed rule.

Tags

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