A-Share Screen Using RSI, Market Capitalization, and Moving-Average Confluence

Summary

This A-share stock screen combines three conditions: a 14-period RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and price proximity to five moving averages. The article presents the combination as a way to find stocks with moderate RSI readings, a defined size range, and technical alignment. It also suggests checking fundamentals and using other indicators such as MACD or KDJ to strengthen the selection process.

The document gives indicator formulas and a Python example, but the implementation is internally inconsistent: its prose describes at least five moving averages coinciding, while the sample checks each average against a 2% price band across the supplied data. It provides no performance results or backtest evidence. The screen also omits fundamental analysis, and moving-average alignment can persist during a decline, so the criteria alone do not establish value or limit losses.

Key ideas

• The screen requires a 14-period RSI below 65 and circulating market capitalization from 5 billion to 10 billion yuan.
• It looks for price alignment with five moving averages spanning short to longer periods.
• The article recommends adding fundamental review and other technical indicators to reduce reliance on a single screen.
• Moving-average alignment can remain during a falling market, and the document provides no evidence of strategy performance.

Tags

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