Chinese Stock Screening with RSI, Rising Averages, and Limit-Ups

Summary

This Chinese A-share screening proposal combines three conditions: RSI below 65, upward-diverging moving averages on the current day, and at least two limit-up sessions within the preceding 500 days. The article presents the screen as a way to combine momentum and price-pattern signals, and includes formula and Python examples intended to illustrate implementation. It does not provide backtest results or evidence that the conditions predict returns.

The author notes that the screen omits company financial measures such as valuation and profitability, and that limit-up history alone does not establish business value. Suggested refinements include adding technical indicators and fundamental factors, and testing different limit-up counts and lookback periods. The supplied examples have implementation ambiguities, so the stated screening logic should be distinguished from the reliability of the sample code.

Key ideas

• The screen requires RSI below 65 and upward-diverging moving averages on the current day.
• It also requires at least two limit-up sessions over a 500-day lookback.
• The article offers formula and Python examples but no performance evaluation.
• The author identifies missing fundamental analysis as a limitation and suggests testing additional factors.

Tags

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