Chinese Stock Screen Using RSI, Limit-Up History, and Trading Heat

Summary

This Chinese stock-selection example combines a 14-period RSI below 65 with a history of at least two limit-up sessions over the prior 500 days, then ranks qualifying names by a measure of trading heat. The stated rationale is to pair a short-term technical condition with evidence of past strong price moves and current market attention. The post also offers sample indicator and Python snippets for implementing the screen, though the code’s data handling and ranking details are not fully aligned with the described lookback logic.

The author warns that stocks selected for repeated limit-ups may already have risen substantially and may carry elevated risk, making the screen unsuitable as a long-term investment method without adjustment. Suggested improvements include adding risk, valuation, and fundamental filters. The document presents a screening idea, not a tested strategy: it reports no backtest, portfolio construction, transaction costs, or evidence that the criteria predict future returns.

Key ideas

• The screen requires RSI below 65 and at least two limit-up sessions in the previous 500 days.
• Qualifying stocks are ordered by a trading-heat measure.
• Repeated limit-up history may select stocks with elevated price risk.
• The post suggests adding risk, valuation, or fundamental criteria and provides no performance validation.

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