A-Share Screening with RSI, Prior Limit-Up Exclusion, and Positive Year-to-Date Return

Summary

This A-share screen combines three conditions: a 14-period RSI below 65, no limit-up session on the prior day, and a positive return from the start of the year through the previous day. The post describes these as filters for stocks with positive recent performance while avoiding names that may have just reached an upper price limit. It also suggests sorting candidates by trading interest and mentions adding valuation measures such as price-to-earnings or price-to-book ratios.

The document supplies indicator-style conditions and a Python example using market data and RSI calculations, but it does not report a backtest, performance statistics, or a defined evaluation period. Its code and prose do not align perfectly on the time windows and return checks, so implementation details would need careful verification. The author notes exposure to broad market moves and sector concentration, and cautions that technical filters alone cannot predict price changes or replace consideration of fundamentals and market conditions.

Key ideas

• The screen requires RSI below 65, no prior-day limit-up move, and positive year-to-date performance.
• The RSI condition uses a 14-period lookback in the indicator example.
• The document proposes valuation factors as possible additions to the screen.
• Market-wide movements and sector concentration can affect the results, and no performance evidence is presented.

Tags

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