A-Share Screen for RSI, Three Limit-Up Days, and Valuation

Summary

This document describes a short-term A-share stock screen combining a 14-period RSI below 65, the product of daily price change and a proxy for large-order net activity, and a condition for three consecutive limit-up sessions. Its final stated selection logic also requires a price-to-earnings ratio below 30. The article provides example indicator formulas and Python-style screening steps to illustrate how the conditions might be applied.

The rationale is to identify stocks showing recent price strength and trading activity while adding a valuation filter. The article cautions that the approach is short-horizon and speculative: limit-up patterns may reflect overheated trading or manipulation and say little about a company's long-term earnings. It suggests adding fundamental, industry, and macroeconomic context and managing capital and trade frequency. No backtest, performance evidence, or detailed risk controls are provided, and the examples use proxies and platform-specific fields whose definitions may differ.

Key ideas

• The screen combines RSI below 65 with price change multiplied by a measure of large-order net activity.
• It requires a recent three-session limit-up pattern and adds a price-to-earnings threshold below 30.
• The article frames the screen as a short-term way to find active stocks, not as evidence of durable business quality.
• It warns that limit-up stocks can involve speculative excess or market manipulation.
• The document provides illustrative screening code but no performance results or validated risk management.

Tags

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