Chinese Equity Screening with RSI, Moving Averages, and Metaverse Exposure

Summary

This stock selection screen combines three conditions: a six-period RSI below 65, a 20-period moving average above the 120-period average, and association with the metaverse theme. The moving-average relationship is used as a trend filter, while the RSI threshold is presented as a way to avoid stocks with especially strong recent sentiment. The thematic condition aims to capture interest in a popular market sector.

The document provides indicator formulas and a Python example that uses weekly price history and company or concept data. It cautions that the screen omits fundamental analysis, that the chosen moving-average periods may not suit every stock, and that theme classification may be inaccurate. It suggests refreshing data and adding financial, industry, flow, and sentiment measures. No historical returns, benchmark comparison, or validation results are supplied, and the implementation examples rely on specific data sources and contain assumptions that would need checking before use.

Key ideas

• The screen requires RSI below 65, a 20-period average above a 120-period average, and metaverse exposure.
• The moving-average filter is intended to identify an upward trend, while the RSI condition limits momentum strength.
• The thematic classification depends on accurate and current sector data.
• The document warns that technical and theme filters alone omit company fundamentals.
• No backtest or performance evidence is provided.

Tags

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