Chinese Stock Screen Using RSI, Earnings Growth, and Bollinger Bands

Summary

This document outlines a Chinese stock screen requiring RSI below 65, year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%, and a closing price above the Bollinger middle band but at or below its upper band. Its stated aim is to combine a momentum-style price condition with earnings growth and a volatility-band filter. The examples also include a 10-day average above a 20-day average in the SQL logic, along with additional market and listing filters; the Python example uses RSI and Bollinger conditions with a growth calculation.

The source explains the intended rationale but supplies no backtest results or evidence of future returns. It cautions that relying on one technical measure and one fundamental growth metric can miss broader trend, valuation, profitability, and industry context. The examples are not fully aligned: the SQL growth field is a trailing-twelve-month financial measure, while the Python snippet calculates percentage change from supplied profit data. Reproducing the screen therefore requires careful choices about financial reporting periods, data quality, and indicator conventions.

Key ideas

• The core screen combines RSI below 65, annual net-profit growth within a stated range, and a close between the Bollinger middle and upper bands.
• The SQL example adds a 10-day versus 20-day average condition and several listing filters.
• The article suggests supplementing the screen with other technical, financial, and industry comparisons.
• No backtest or performance evidence is presented.
• The SQL and Python examples use different approaches to measuring profit growth.

Tags

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