A-Share Screening with RSI, Prior-Day Limit-Up, and Opening-Gain Filters

Summary

This A-share screening approach selects stocks with a 14-period RSI below 65, no limit-up move on the previous day, and a gain below 6% at the 9:25 morning snapshot. The document presents these conditions as a way to find stocks with moderate momentum while avoiding names that have already surged sharply. It also gives example indicator and data-processing logic, including ranking candidates by stock popularity and an additional circulating-market-value filter in the Python example.

The article offers no backtest, return figures, or comparative evidence that the filters predict gains. Its stated limitations are that the screen omits company financials and operating conditions, may lose effectiveness as market conditions change, and can exclude stocks that later rise strongly. It suggests adding fundamental measures, capital-flow information, sector rotation, and broader market context. Those additions are recommendations rather than tested parts of the original rule, and implementation details in the examples may not match the stated screening conditions exactly.

Key ideas

• The screen requires a 14-period RSI below 65.
• It excludes stocks that closed the previous day at the limit-up threshold.
• It limits the 9:25 gain to below 6 percent.
• The article provides no performance test for the proposed conditions.
• The author recommends considering fundamentals, capital flows, and sector rotation alongside technical filters.

Tags

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