Chinese Stock Screen Using Recent Limit-Ups, Company Type, and RSI

Summary

This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting attention or speculative interest, while RSI is used as a technical constraint. The post offers illustrative indicator and data-query examples for implementing the filters.

The discussion warns that recent limit-up activity can make selections especially sensitive to market volatility and sentiment, and that the screen may miss less speculative investment opportunities. It recommends adding financial and price-trend measures, but does not define how to judge company type or specify a complete integration method. No backtest, return evidence, or detailed risk controls are reported. The limit-up count example and the accompanying data-query logic are not fully aligned, so the exact filter should be checked against the intended market data and rules before evaluation.

Key ideas

• The proposed screen combines RSI below 65 with company classification and recent limit-up activity.
• It looks for more than two limit-up sessions in a ten-day period.
• The post presents the limit-up filter as a way to detect market attention and speculative interest.
• It cautions that the method may amplify exposure to sentiment and volatility.
• The post gives no backtest results and leaves company classification underspecified.

Tags

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