A-Share Screening with RSI, Earnings Growth, and Recent Limit-Ups

Summary

This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least one limit-up event within the prior 25 days. The article explains the conditions as a blend of technical strength, earnings growth, and recent market interest. Its code examples also show supplementary filters, including positive net profit and an opening price above the 10-day moving average, and rank eligible stocks by market capitalization.

The article cautions that the screen omits other relevant company and market factors, such as industry outlook and capital structure, and may be affected by broad market or policy changes. It suggests adding valuation measures, other indicators, and volume-price analysis. The examples illustrate implementation but do not establish that the screen works: no backtest, portfolio returns, or risk statistics are provided, and the examples use historical date ranges that may need adaptation.

Key ideas

• The core screen uses RSI below 65, earnings growth above 20% and at most 100%, and a limit-up in the prior 25 days.
• The article interprets the conditions as combining technical signals, profitability growth, and recent market interest.
• The code examples add filters such as positive net profit and an opening price above the 10-day moving average.
• The author identifies missing industry and capital-structure context as strategy risks.
• No backtest results or risk statistics are reported.

Tags

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