Chinese Stock Screen Using Moving-Average Trend, RSI, and Revenue Growth
Summary
The proposed Chinese stock screen combines a 20-day moving average above the 120-day average with RSI below 65 and a revenue ratio above 1.1 for 2021 compared with 2018. It presents the moving-average relationship as a filter for an upward trend, alongside momentum conditions and a multi-year revenue comparison. The stated strategy selects a limited number of stocks and holds them for one year.
The article supplies screening logic and sample formulas, but no backtest evidence or realized results. Its accompanying code and formula descriptions do not align perfectly with the stated conditions, so they should not be treated as a verified implementation. The post notes that moving-average choices are subjective and that revenue and technical measures omit valuation, other financial factors, and industry context; it recommends broader analysis and risk controls.
Key ideas
- The stated screen requires the 20-day average to exceed the 120-day average.
- It combines RSI below 65 with a revenue ratio above 1.1 comparing 2021 and 2018.
- The proposed holding period is one year, with selection of a limited number of stocks.
- The article offers no backtest evidence, and its sample implementations contain inconsistencies with the prose.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.