A-Share Screening with RSI, a Rising 30-Day Average, and Market Size

Summary

This note describes an A-share stock screen combining RSI, a 30-day moving-average condition, and a market-size threshold. The stated selection logic uses RSI below 65, a market size above 200 million, and an upward 30-day average. The sample formulas also require Shanghai main-board listings and exclude suspended, specially treated, or newly listed stocks; they rank candidates by market size and cap the result set at 200.

The article presents no backtest, performance statistics, or evidence that the screen improves returns. Its description characterizes the RSI filter as seeking oversold shares, though a threshold below 65 is broad and does not by itself establish oversold conditions. The text also warns that relying mainly on the moving-average direction and market size can miss exit points or range-bound stocks. It suggests adding indicators such as MACD or KDJ and using an appropriate time horizon, but gives no tested rules for those additions. The written condition and sample formulas appear to differ on whether price must be above the average or the average itself must be rising.

Key ideas

• The screen combines RSI below 65 with a 30-day moving-average condition and a market-size floor.
• The example formulas add Shanghai main-board and trading-status filters.
• The article provides no backtest or measured evidence of profitability.
• The described RSI threshold does not alone establish that a stock is oversold.
• Additional indicators and time-horizon choices are proposed without tested specifications.

Tags

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