A-Share Screen Using RSI, Parent Profit Growth, and Listing Age
Summary
This A-share screening proposal combines a technical condition with two company filters: RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and more than one year since listing. It frames the RSI threshold as a way to find shares at relatively low levels, while profit growth and listing history are intended to indicate business strength and provide a longer record of public disclosures. The examples also mention excluding special-treatment and suspended stocks.
The article gives illustrative SQL-style and Python-style implementations, but the data handling and growth calculations are not fully aligned with the stated year-over-year criteria. It provides no backtest or performance results. The stated limitations are its reliance on a narrow set of indicators and omission of valuation, industry, and macroeconomic considerations. It suggests adding further fundamental measures and adapting the screening period to market conditions; it does not specify trade exits, portfolio construction, or risk controls.
Key ideas
- The proposed screen requires RSI below 65 and parent-attributable net profit growth within a stated positive range.
- It excludes stocks listed for a year or less and discusses filtering out suspended or special-treatment shares.
- The strategy combines a technical indicator with profitability and listing-history filters.
- The article provides implementation sketches but no performance evidence, and its examples do not consistently implement the described growth measure.
- Valuation, industry context, macro conditions, exits, and portfolio risk controls remain unaddressed.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.