Combining RSI, Market Capitalization, and a Rising 30-Day Average

Summary

This Chinese-language post outlines an equity screening rule: select stocks with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and a rising 30-day moving average. The stated rationale is to combine a momentum or condition indicator, company size, and a price trend filter. The article includes a Python illustration that filters stocks and ranks qualifying names by RSI, as well as a reference formula for checking the moving average.

No performance results or validation evidence are supplied. The author warns that technical-only screening omits company fundamentals, that a short selection horizon can increase trading costs, and that a rising average alone may miss relevant price changes. The post recommends considering financial, capital-flow, and additional technical information. The sample implementation’s data fields and calculations should be checked carefully before use; it is presented as a reference, not proof that the screen is profitable or executable as written.

Key ideas

• The proposed screen requires RSI below 65, circulating market capitalization from 5 billion to 10 billion yuan, and a rising 30-day average.
• The article treats RSI, company size, and the moving average as complementary selection filters.
• The post supplies code illustrations but reports no backtest results or measured win rate.
• The author identifies missing fundamentals and trading costs as potential weaknesses.
• Data quality and the sample code’s calculations require independent review before practical use.

Tags

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