A-Share Screen Combining RSI, Profit Growth, and Recent Limit-Ups
Summary
This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least two limit-up days within the prior 500 days. It also describes excluding suspended and special-treatment shares and gives SQL and Python examples for implementing the filters.
The rationale is to pair moderate RSI readings with earnings growth and evidence of prior market interest. The article characterizes the approach as trend-oriented and suitable for longer-term investing, but provides no performance results or backtest evidence. It warns that combining many conditions can encourage overfitting and suggests evaluating additional valuation or technical factors. The code snippets have implementation details that should be checked against the intended data definitions, including how earnings growth and limit-up events are measured.
Key ideas
- The screen requires RSI below 65 and parent-company net profit growth above 20% and at most 100%.\nIt also requires at least two limit-up events during the previous 500 days.\nThe article frames the combined technical, fundamental, and activity filters as a longer-term stock selection approach.\nNo backtest results are supplied, and the article identifies overfitting as a risk.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.