A-Share Screening With RSI, Limit-Ups, and Prior-Year Gains

Summary

This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less elevated RSI, then suggests adding trend indicators and company fundamentals for a broader assessment.

The post offers formula and Python examples, but it does not provide a backtest, performance evidence, or a precise account of how the conditions are measured. Its stated caveats are that broad market direction and company fundamentals are omitted. The fixed reference to 2021 also limits the screen’s relevance as a current selection method. The proposed criteria should therefore be understood as a screening idea rather than a validated trading strategy.

Key ideas

• The proposed screen combines RSI, recent limit-up frequency, and a gain during 2021.
• The RSI threshold is intended to avoid selecting stocks with an overly high reading.
• The post suggests adding trend indicators and fundamental data to broaden the analysis.
• It gives no backtest or evidence that the screen produces profitable trades.
• Market direction, business fundamentals, and the age of the 2021 condition limit its use.

Tags

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