A-Share Stock Screen Using Price Range and RSI Momentum

Summary

The document describes a simple A-share screening rule combining daily price amplitude above one percent, a closing price of 18.5 yuan, and an upward RSI threshold crossing. It defines the “main rise start” condition as RSI moving from below 50 to at least 50, using average gains and losses to calculate the indicator. The accompanying discussion frames amplitude as a volatility filter and the RSI crossover as a technical indication of upward momentum.

The screen has no reported backtest, return series, or evidence that its conditions produce an advantage. The document itself notes that the rule omits company financials and fundamentals, relies on a potentially subjective trend judgment, and uses a narrow set of criteria. Its sample implementation also mentions listing-history and other data filters, so practical results may depend on implementation details. The suggested additions, such as valuation, revenue, and other technical indicators, are proposals rather than tested improvements.

Key ideas

• The screen requires price amplitude above one percent and a closing price of 18.5 yuan.
• It defines an upward start signal as RSI crossing from below 50 to at least 50.
• The document offers technical-rule examples but reports no performance evaluation.
• The screen omits fundamental information and may be sensitive to subjective signal definitions.
• Additional fundamental or technical features are suggested, but their value is not demonstrated.

Tags

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