A-Share Screen Using RSI, Beverage Importers, and Moving Averages
Summary
This proposed A-share screen combines a 12-period RSI threshold below 65, membership in the beverage and alcohol import-export industry, and price above a short-term moving average. The text describes these as filters for momentum conditions, industry exposure, and recent price direction. Its initial description refers to the five-day average, while the final strategy discussion changes the average to twenty days, so the intended rule is inconsistent.
The document notes that a short moving average says little about longer-term direction, the industry filter excludes other opportunities, and macroeconomic or policy changes can affect results. It proposes adding other technical or fundamental indicators, but offers no backtest or evidence of returns. The formula examples also mix the five- and twenty-day periods, and the Python snippets are incomplete placeholders, so the selection criteria require clarification before implementation.
Key ideas
- The proposed screen uses RSI below 65 and a beverage and alcohol import-export industry filter.\nThe moving-average condition is inconsistent, described as both five-day and twenty-day.\nThe text identifies short-term trend, industry concentration, and external risks as limitations.\nAdditional technical, fundamental, or news analysis is suggested but not evaluated.\nNo backtest or return evidence is provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.