China A-Share Screening with RSI, Market Value, and Stock Heat

Summary

This post describes a Chinese equity screen combining a relative strength index (RSI) below 65 with circulating market value between 5 billion and 10 billion yuan. Eligible stocks are ordered by a stock-heat measure, presented as a ranking based on trading amount relative to its recent variability. The post includes an RSI calculation and a Python selection example that takes up to five names, subject to a daily price-change filter.

No backtest or performance evidence is provided. The post cautions that heat rankings can fade as sentiment shifts and may elevate companies with weak underlying quality. It suggests adding fundamental measures such as return on equity and profit growth, and balancing technical and popularity signals. The formulas and implementation details are illustrative, and the document does not establish that its heat measure represents investor attention or that the screen has predictive value.

Key ideas

• The proposed screen uses RSI below 65 and circulating market value from 5 billion to 10 billion yuan.
• It ranks qualifying stocks by a trading-amount-based heat measure.
• The example implementation selects up to five stocks and applies a price-change cutoff.
• The post provides no performance results and warns that sentiment-driven rankings can be unstable.
• It recommends adding company-quality measures to reduce reliance on market heat.

Tags

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