A-Share Screen Combining RSI, Profit Growth, Volume, and Gap Up

Summary

This A-share stock screen combines a 14-period RSI below 65 with positive parent-company net profit growth in a specified range, trading volume above 10,000 lots, and an opening price above the previous close. The stated intent is to find growing companies with active trading and a positive opening gap. The article includes example SQL and Python references for applying the filters.

The author cautions that emphasizing recent volume and gap-up behavior can encourage chasing price moves, while relying on profit growth alone omits other financial measures. It suggests considering additional technical and fundamental factors and comparing stocks within and across industries. The document provides no backtest or return evidence, and the code examples may not consistently implement the described profit-growth calculation, so results would need validation before use.

Key ideas

• The screen requires RSI below 65 and profit growth above 20% up to and including 100%.
• It also selects for volume above 10,000 lots and an open above the previous close.
• The article frames the combination as a way to find growing, actively traded stocks with a positive opening gap.
• It warns that short-term volume and gap-up filters can lead to chasing price moves.
• The screen omits other financial measures and needs broader analysis and validation.

Tags

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