Chinese Stock Screening with RSI, Daily Gains, and Rising KDJ

Summary

This Chinese-market stock selection approach combines several daily filters: RSI below 65, a gain above 1%, and a positive day-over-day change in the KDJ indicator’s K value. It further focuses on main-board listings and describes controls involving circulating market capitalization and recent price amplitude. A sample ranking orders qualifying stocks by the close-to-open return, while the article also provides examples of expressing the criteria in screening syntax and Python.

The document offers a rule set and implementation references, not performance evidence. It reports no backtest results or risk-adjusted returns. The author notes that technical filters can miss changes in company fundamentals and that KDJ has limitations. The described rules also appear inconsistently across the prose and examples, so implementation details such as market-cap units, exchange coverage, and the amplitude filter should be checked before use. The article recommends considering fundamental measures, diversification, and risk controls, but does not demonstrate that these additions improve outcomes.

Key ideas

• The screen combines RSI below 65, a daily gain above 1%, and a rising KDJ K value.
• It targets main-board Chinese stocks and references circulating market capitalization and recent amplitude filters.
• The example ranks selected stocks by their close-to-open return.
• The article gives no backtest evidence and warns that technical filters can overlook fundamental changes.

Tags

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