Combining RSI, Profit Growth, and Rising Averages to Screen Chinese Stocks

Summary

This A-share screening idea combines technical and fundamental filters: RSI below 65, parent-company net profit growth above 20% and no more than 100%, and upward-diverging moving averages. The article’s example implementation further screens out special-treatment, suspended, and limit-move stocks, uses the five-day average above the twenty-day average with both averages rising, and ranks candidates by trading amount. Its Python illustration calculates RSI over 14 periods.

The article gives no measured returns, benchmark, or out-of-sample evidence. It warns that several simultaneous filters may leave few eligible stocks and that market conditions may require adjustment. The SQL and Python examples are implementation references, not a demonstrated backtest; data availability, reporting lags, and differences between the prose criteria and example code could affect results. The screen identifies candidates and does not specify a complete portfolio construction or exit method.

Key ideas

• The screen selects stocks with RSI below 65 and parent-company net profit growth above 20% and at most 100%.
• Its technical filter requires rising, upward-diverging moving averages.
• The code examples add exclusions for special-treatment, suspended, and limit-move stocks.
• The article cautions that multiple filters may produce a small candidate set.
• No measured strategy returns or complete portfolio and exit rules are provided.

Tags

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