Chinese Stock Screening with RSI, Enterprise Quality, and 10-Day Returns

Summary

This note describes a Chinese equity screen requiring RSI below 65, a favorable but undefined enterprise quality characteristic, and a 10-day return above zero but below 35%. It combines a technical indicator with a recent-return band and a qualitative fundamental filter. The document gives an RSI formula reference and an example workflow that retrieves stock data, computes RSI and 10-day change, and records stocks that meet the numerical conditions. It does not define how enterprise quality should be measured, so that part of the screen cannot be reproduced from the stated rules alone.

The note reports no backtest, benchmark, or outcome data. It cautions that the chosen filters omit other financial measures and may exclude stocks that are temporarily correcting before further gains. It suggests adding valuation and earnings measures, using additional technical indicators, and loosening the conditions where appropriate. The code is an illustrative selection example rather than evidence of profitability; results would depend on data quality, indicator calculation details, and the unspecified enterprise-quality assessment.

Key ideas

• The screen combines RSI below 65 with a positive 10-day return capped below 35%.
• It includes an enterprise-quality filter but does not define how to measure it.
• The document gives example calculation logic but no performance evidence.
• It recommends considering valuation, earnings, and additional technical indicators.
• The return band may exclude stocks undergoing a pullback before a possible recovery.

Tags

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