A-Share Screen Using RSI, Daily Gains, and Lower Lows

Summary

This Chinese-language post describes a mainland China stock screen combining four conditions: RSI below 65, a daily gain above 1%, main-board listing, and a current-day low below the prior day’s low. It frames the combination as a way to find shares with recent upward momentum while also registering a lower intraday price. The post includes formula and Python examples for expressing the filters.

The author’s rationale describes RSI below 65 as indicating an oversold condition, though that interpretation is not established by evidence in the post and differs from the common use of lower RSI readings to identify oversold markets. The post supplies no backtest, return data, transaction-cost assumptions, or comparison with a benchmark. It also acknowledges that technical filters and changing market sentiment can mislead, and that the screen omits deeper fundamental analysis. The criteria should therefore be treated as a candidate selection rule, not as a demonstrated profitable strategy.

Key ideas

• The screen combines RSI below 65, a daily price gain above 1%, main-board status, and a lower daily low than the previous session.
• The post presents the filters as a way to combine recent strength with an intraday pullback.
• It includes formula and Python examples for implementing the selection conditions.
• No backtest or performance evidence is provided, and the stated RSI interpretation is not substantiated.

Tags

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