A Stock Screen Combining RSI, Market Capitalization, and Opening Gain

Summary

This Chinese-language post describes a China equities screening rule that selects stocks with a 14-period RSI below 65, a specified tradable market capitalization range, and a reported 9:25 gain below 6%. Its accompanying Python example applies the conditions, then sorts qualifying names by change percentage and returns up to five stocks when enough candidates pass. The stated rationale is to combine a technical condition, company size, and a limit on early price strength.

The post gives no backtest, performance statistics, or evidence that the screen is profitable. It cautions that the rules omit company fundamentals and may respond slowly to macroeconomic shifts; a fixed market-cap range may also create style bias. It recommends adding fundamental, sector, and macro assessment and adjusting the size range to market conditions. The provided code is a screening illustration, not a complete trading or portfolio-management system.

Key ideas

• The screen combines RSI below 65 with a specified tradable market-cap band and a 9:25 gain below 6%.
• The example ranks qualifying stocks by daily change and returns up to five names.
• The post provides no performance evidence and identifies missing fundamental and macroeconomic inputs.
• Fixed market-cap limits can create style bias, so the post suggests adapting them to conditions.

Tags

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