Chinese Stock Screening with RSI and Three-Year Revenue Growth

Summary

This document describes a Chinese equity screening rule that combines a technical filter with a revenue-growth condition. It selects stocks with a 14-period RSI below 65, excludes a market segment identified in the source, and requires revenue growth over the specified three-year comparison to exceed a threshold. The article also gives example implementations and frames the screen as a way to combine recent price behavior with company fundamentals.

The author suggests adding measures such as profit growth and net margin, and experimenting with different revenue-growth thresholds. The document provides no backtest, performance figures, or evidence that the screen predicts future returns. Its examples also contain implementation details that may not align perfectly with the stated market exclusion or growth rule, so users would need to check data definitions, universe membership, and timing before testing it. The strategy is a screening proposal, not a validated trading system.

Key ideas

• The screen combines a 14-period RSI ceiling with a revenue-growth filter.
• It excludes stocks from a specified Chinese market segment.
• The stated revenue condition compares current revenue with revenue from three years earlier.
• The author proposes adding profitability measures and testing alternative growth thresholds.
• The document supplies example code but no performance evidence.

Tags

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