Chinese Stock Screen Using RSI, Market Capitalization, and a Three-Day Limit-Up Run

Summary

This Chinese A-share screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan and a recent run of three consecutive limit-up sessions. The accompanying examples describe calculating RSI over 14 periods, applying the capitalization bounds, and selecting qualifying stocks. One code example sorts candidates by percentage change and returns up to five when at least five meet the conditions.

The article frames the consecutive limit-up pattern as a sign of rebound potential and RSI and capitalization as additional filters. It cautions that the rules rely heavily on recent price action, which can create short-term volatility and market risk. It suggests adding other technical measures, trading volume, prior-day behavior, or fundamental measures such as valuation. No backtest, return series, or risk-adjusted results are provided, and the written description and sample code do not establish that the screen predicts rebounds. The conditions are screening criteria, not a complete entry, exit, or position-sizing plan.

Key ideas

• The screen combines RSI below 65, circulating market value from 5 billion to 10 billion yuan, and a three-session limit-up pattern.
• The sample logic uses a 14-period RSI and ranks qualifying names by percentage change.
• The article presents recent price strength as a possible rebound signal but supplies no performance analysis.
• It identifies short-term price swings and limited fundamental analysis as risks.
• The proposed refinements include additional indicators, volume, recent price behavior, and valuation measures.

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