A-Share Screen for Moderate RSI, Mid-Cap Size, and Recent Price Spikes

Summary

This A-share screening idea combines three conditions: RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the previous 25 trading days. The article explains these as a blend of a technical indicator, a size filter intended to avoid very small companies, and evidence of a recent sharp move. Its example code also sorts qualifying stocks by percentage change and returns up to five names when enough candidates are available.

The document offers a rationale but no backtest, performance figures, or evidence that the conditions predict future returns. It warns that single-indicator screens can be misleading and that a recent spike may reflect a temporary market theme or lead to buying after a rise. It suggests adding other technical and fundamental measures and revisiting the recent-move condition as market conditions change. The screen is therefore a candidate-generation rule, not a complete investment or risk-management process.

Key ideas

• The screen requires RSI below 65 and circulating market value between 5 billion and 10 billion yuan.
• It also requires at least one daily gain of 10% or more within the previous 25 trading days.
• The article presents recent price strength as a way to find stocks that have attracted market attention.
• It cautions that a sharp recent gain can make a stock vulnerable to buying at an elevated price.
• The screen omits company fundamentals and should not be treated as a complete investment method.

Tags

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