Chinese Stock Screen Combining RSI, Earnings Growth, and Recent Returns

Summary

The document outlines an A-share stock screen combining a 14-period RSI below 65, positive net profit growth between 20% and 100%, and a positive 10-day price change capped at 35%. Its SQL example adds further filters, including positive net profit, exchange and listing-status checks, an opening price above its 10-day average, and ranking by free-float shares. The accompanying Python sketch instead sorts qualifying names by market capitalization, so the examples are not fully consistent.

The rationale is to combine moderate momentum with profitable growth while limiting extreme recent gains. The author cautions that the screen omits factors such as industry outlook and capital structure, and that market conditions and policy shifts can affect results. No backtest performance, transaction costs, or portfolio rules are supplied, so the proposed potential is not demonstrated. The document suggests adding valuation and technical filters, but does not provide a validated method for choosing or testing them.

Key ideas

• The main screen combines RSI below 65 with net profit growth above 20% and at most 100%.
• It also requires a positive 10-day return no greater than 35%.
• The SQL example adds profitability, listing, exchange, and price-versus-average filters.
• The SQL and Python sketches differ in some implementation details and ranking choices.
• No performance test is reported, and the screen leaves industry, capital structure, and broader market risks unmodeled.

Tags

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