Chinese Stock Screen Using RSI, Float Market Cap, and Revenue Growth

Summary

This post describes a Chinese equity screening rule that combines a technical indicator with company size and historical revenue growth. It selects stocks with RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and 2021 revenue more than 1.1 times 2018 revenue. The post frames RSI as a way to filter short-term price conditions, market capitalization as a size constraint, and revenue change as a basic growth check.

The document gives formula references and a Python example, but the example’s data fields and implementation do not clearly match the stated revenue comparison, so the code should not be treated as a verified reproduction of the screen. No backtest results or performance evidence are provided. The author notes that the rule uses few factors and may miss broad market and sector conditions or be affected by inaccurate financial data. Suggested additions include valuation, profitability, price, volume, sector, and liquidity measures, with risk controls and broader analysis.

Key ideas

• The proposed screen requires RSI below 65 and circulating market capitalization between 5 billion and 10 billion yuan.
• It also requires 2021 revenue to exceed 2018 revenue by more than the stated threshold.
• The post combines technical and fundamental filters but provides no performance evidence.
• The Python example may not implement the stated revenue test consistently, so its calculations need independent validation.
• The author identifies missing market, sector, and data quality checks as risks.

Tags

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