A-Share Stock Screen Using Amplitude, Price, and RSI

Summary

This article proposes a simple screen for Chinese A-share stocks using three conditions: daily price amplitude above a threshold, a closing price of 18.5 yuan, and a 14-period RSI below 65. It frames the conditions as filters for volatility, share price, and possible overbought status. The post includes formula and Python examples, though the implementation details do not consistently match the stated screen, including how RSI is sourced and which price comparisons are applied.

The article offers no backtest results, selected-stock examples, or evidence that the filters produce attractive returns. It notes that the screen omits company fundamentals and that judgments about price reasonableness and overbought conditions can be subjective. It suggests adding valuation, revenue, and other technical measures for broader analysis. The rule set is therefore a basic screening idea, not a validated strategy, and its thresholds may need revision for the intended universe and data source.

Key ideas

• The proposed screen combines price amplitude, an exact closing-price condition, and an RSI ceiling.
• The article presents the method for A-share stock selection and includes formula and Python examples.
• The examples contain implementation differences from the stated screening logic.
• The article reports no backtest or evidence of trading performance.
• It identifies missing fundamental analysis and subjective thresholds as limitations.

Tags

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