Combining RSI, Earnings Growth, and Three-Day Limit-Up Momentum

Summary

This Chinese A-share stock screen combines a technical filter, an earnings filter, and recent price momentum. It selects shares with a 14-period RSI below 65, positive net profit attributable to parent-company shareholders growing by more than 20% and up to 100% year over year, and a reported three-session limit-up pattern. The accompanying examples also describe excluding suspended, delisted, and specially designated shares, then ranking candidates by market capitalization.

The rationale is that a relatively low RSI may leave room for a rebound, earnings growth indicates business strength, and repeated limit-ups suggest strong investor attention. The stated approach targets short-term trades. The document offers screening logic and illustrative code, but no backtest results or evidence that these conditions predict returns. It also cautions that a focus on recent limit-ups can expose traders to speculative surges or manipulation, and that the screen may overlook company fundamentals and longer-term prospects. Results depend on accurate timing, data definitions, and risk controls.

Key ideas

• The screen requires a 14-period RSI below 65 and a specified range of year-over-year earnings growth.
• It adds a recent three-session limit-up condition to capture short-term price strength and market attention.
• The examples exclude some suspended, delisted, and specially designated shares and describe ranking by market capitalization.
• The document provides no performance tests and warns about speculation, manipulation, and neglect of longer-term fundamentals.

Tags

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