A-Share Screening with RSI, Two-Day Highs, and Dividend Data

Summary

This note outlines a Chinese A-share screen combining three conditions: RSI below 65, the current high as the highest in the prior two days, and a dividend ratio above 25% for 2019. It presents the screen as a way to find stocks with short-term potential by combining a technical signal with dividend information.

The accompanying example describes filtering listed stocks, calculating a 14-period RSI, checking recent highs, and excluding some listings and special-treatment stocks. It offers no backtest, performance figures, or evidence that the screen produces better returns. The text itself flags gaps in the fundamental analysis and says that economic, industry, and company-specific influences are omitted. It suggests broader fundamental research and periodic backtesting, so the screen should be treated as a simple starting point rather than a validated strategy.

Key ideas

• The screen requires RSI below 65, a two-day high condition, and a 2019 dividend ratio above 25%.
• It combines technical price data with a historical dividend measure.
• The document gives example filtering logic but provides no performance evidence.
• Economic, industry, and company-specific factors are outside the stated selection rules.

Tags

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