Combining RSI, Earnings Growth, and Institutional Ownership in an A-Share Screen

Summary

This post presents an A-share stock screen that combines a technical indicator, reported earnings growth, and institutional ownership. It selects shares with RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and positive institutional holdings. The post frames the combination as a way to pair price conditions with company profitability and investor positioning.

The document flags market fluctuations, changing financial data, and shifts in institutional preferences as sources of uncertainty. It also acknowledges that relying on limited financial measures may miss important aspects of a company’s condition, and suggests adding other indicators and financial statement data. Example SQL and Python snippets illustrate possible implementations, but the example calculations and dates are not clearly reconciled with the stated screening rule. No portfolio results, benchmark comparison, or validation are supplied, so the screen should be treated as a hypothesis rather than a demonstrated investment approach.

Key ideas

• The screen requires RSI below 65, bounded earnings growth, and positive institutional holdings.
• It combines a price indicator with company earnings and ownership information.
• The post notes that market changes and shifts in institutional activity can undermine the signals.
• It recommends broader technical and financial analysis to address gaps in the screen.
• The examples provide no performance evidence and may not precisely match the stated rules.

Tags

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