Chinese Stock Screening with Three Limit-Ups and RSI Below 65

Summary

This Chinese equity screening idea combines daily price range, a three-session limit-up streak ending the previous day, and a 14-period RSI below 65. The author interprets a large range and repeated limit-ups as signs of market attention, while the RSI threshold is intended to avoid stocks considered overbought. The post also sketches indicator and Python implementations of the filters.

The document gives no backtest, performance statistics, or evidence that the conditions predict gains. It cautions that a technical-only screen can miss changes in fundamentals, sectors, and market themes; RSI may be less effective for low-priced stocks; and automated selection can overlook company-specific traits. Suggested additions include fundamental and sector analysis and other indicators, but these are proposals rather than tested improvements. The code examples and conditions should be checked for market-specific assumptions before use.

Key ideas

• The screen selects stocks with a daily high-low range of at least one price unit and a three-session limit-up sequence ending the prior day.
• It requires a 14-period RSI below 65 as a filter against very high readings.
• The post interprets repeated limit-ups as evidence of market interest, but offers no performance test for that claim.
• The author identifies omissions in fundamental, sector, and company-specific analysis as limitations.

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