A-Share Screen Combining RSI, Profit Growth, and Daily Price Change

Summary

This proposed A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and at most 100%, plus a daily price change between -5% and 2.6%. It presents the filters as a mix of technical, fundamental, and market conditions, intended to identify stocks with potential over short and longer horizons. The article includes sample SQL and Python implementations, along with a discussion of possible risks and ways to refine the screen.

The evidence is a rule description and code examples, not reported backtest results or performance measurements. The implementations do not align fully: the Python example adds a circulating-market-value range absent from the stated final logic, while its growth calculation and the SQL’s lag-based profit comparison may not reproduce a year-over-year financial growth rate consistently. The article also acknowledges that market moves and changing financial data can affect results, and that omitting balance-sheet and cash-flow analysis leaves company risk incompletely assessed. No evidence establishes that the filters predict returns.

Key ideas

• The screen requires RSI below 65, net profit growth in a stated range, and a bounded daily price change.
• It combines a technical indicator with an earnings-growth measure and a short-term price filter.
• The sample Python implementation adds a market-capitalization condition that is not part of the stated final screen.
• The article gives no backtest or performance evidence for the selection rules.
• The proposed analysis omits balance-sheet and cash-flow measures, limiting its assessment of company risk.

Tags

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