A-Share Screen Using RSI, Daily Gains, Board, and Listing Age

Summary

This proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and the positive daily move as evidence of strength. It also presents listing age and board membership as filters intended to avoid very new or riskier shares.

The article includes a database-style selection example and a Python sketch, but reports no backtest, measured returns, or supporting evidence for the expected excess performance. The code does not clearly implement all stated conditions: the shown Python filters on price-to-book, price-to-earnings, and assets, while its daily-return calculation and data date do not establish that RSI and the main-board condition are applied as described. The post acknowledges parameter sensitivity and the risk of relying on historical patterns, and suggests systematic optimization and testing. Its explanation of RSI as an oversold signal is not established by the screen itself.

Key ideas

• The proposed screen requires RSI below 65, a daily gain above 1%, main-board status, and a configurable minimum listing age.
• The author treats RSI as a possible rebound signal and the daily gain as evidence of near-term momentum.
• The post supplies example selection logic but no backtest or performance evidence.
• The Python sketch includes additional valuation and asset filters and does not clearly implement every stated condition.
• The author flags parameter sensitivity and historical-data dependence as limitations.

Tags

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