Chinese Stock Screening with Limit-Up Streaks, Volatility, and RSI

Summary

This Chinese A-share screening idea combines a daily price-range filter with a recent limit-up pattern and a market-cap condition. The proposed refinement also adds a 14-period RSI floor of 50 and narrows the stated circulating market-cap range to 10–50 billion yuan. The article explains that the filters aim to find active, strongly bid stocks while favoring larger listed companies, and suggests adding valuation or earnings measures and adapting the conditions over time.

The article provides indicator formulas and sample selection code, but its specifications are inconsistent: the opening logic says market capitalization above 10 billion yuan, while the refined rule and code use a 10–50 billion range. The description of a three-day limit-up streak also does not align clearly with the formulas shown. No backtest results or performance evidence are supplied. The method omits sector and broader market context, and the article acknowledges that simple price signals can miss smaller-company opportunities or longer-cycle businesses.

Key ideas

• The initial screen combines a price-range threshold, a three-day limit-up pattern, and circulating market capitalization above 10 billion yuan.
• The refined version specifies circulating market capitalization from 10 to 50 billion yuan and a 14-period RSI of at least 50.
• The article suggests adding valuation and earnings measures and periodically adjusting screening conditions.
• The written criteria and sample formulas are inconsistent, and the document reports no performance evidence.

Tags

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