A-Share Screen Using RSI, Volume Growth, and a 2021 Date Filter

Summary

This stock-selection example combines a relative strength index below 65 with a rise in current volume relative to the prior session, then applies a 2021 date condition. The post frames the RSI threshold as identifying weaker stocks and the volume condition as a sign of stronger capital activity. Its sample Python logic also excludes some securities based on listing and market data fields, and limits the volume ratio to a range rather than accepting any increase.

The article provides formula and code sketches, but no backtest, portfolio construction rules, entry or exit timing, or performance evidence. Its wording around “today” and the annual filter does not fully specify how the screen should be evaluated through time, and the sample has implementation inconsistencies with the stated selection logic. The author notes that fixed thresholds can exclude candidates and that the screen omits fundamentals, suggesting broader indicators and market context as possible refinements. These caveats make it a screening illustration rather than a validated strategy.

Key ideas

• The screen combines RSI below 65 with elevated trading volume and a 2021 date filter.
• The code example further limits the volume ratio and applies stock universe filters.
• The post does not report backtested returns or specify complete trading and portfolio rules.
• Fixed technical thresholds and omitted fundamentals can make the screen incomplete.

Tags

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