A-Share Screening with RSI, Industry, Robot Concept, and Market Cap
Summary
This post proposes screening Chinese stocks with a 14-period RSI below 65, membership in a beverage and alcohol import-export industry category, a robot-related concept classification, and circulating market capitalization below 10 billion yuan. It presents the rule as a blend of a technical indicator, industry and concept labels, and a size constraint. Formula and Python examples show how the conditions might be combined into a stock-selection filter.
The post provides no backtest, returns, benchmark comparison, or evidence that the selected attributes identify future winners. It notes that broad market and sector changes can undermine the screen, and that concept and market-cap filters may exclude other companies. It suggests adding further technical or fundamental measures, but does not test those changes. The stated screen is therefore a candidate selection rule, with its thresholds and classifications requiring validation before use.
Key ideas
- The proposed screen requires a 14-period RSI below 65.
- It combines an industry category and robot concept classification with a circulating market-cap ceiling.
- The post supplies formula and Python examples but reports no performance evidence.
- Market and sector conditions can change the behavior of stocks selected by the filter.
- Concept and size constraints may exclude otherwise relevant companies.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.