Chinese Stock Screen Combining RSI, Float Value, and Recent Limit-Ups

Summary

The post describes a Chinese stock screen requiring a 14-period RSI below 65, tradable market capitalization between 5 billion and 10 billion yuan, and at least one limit-up event during the past month. It combines a momentum event with a valuation-size band and a technical condition that the author interprets as avoiding overbought stocks. The sample code selects up to five qualifying names, ordered by percentage change, when at least five candidates meet the filters.

The article recommends supplementing the screen with financial and industry analysis, as well as other technical measures such as KDJ or MACD. It warns that relying on short-term limit-up events can be aggressive and that omitting fundamentals may lead to mistaken selections. The post gives the rule set and implementation examples, but no backtest, return statistics, or evidence that the filters predict future performance. The code’s treatment of a recent limit-up appears to depend on an input field, so the data definition and lookback implementation would need checking before research use.

Key ideas

• The screen combines RSI below 65, a defined tradable-market-cap range, and a recent limit-up event.
• Its rationale is to pair a technical condition with a stock-size filter and a recent sign of price momentum.
• The example ranks candidates by percentage change and returns up to five names when enough qualify.
• The post recommends adding fundamental and technical checks, but provides no performance evidence or backtest.

Tags

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