Equity Screening with RSI, Mid-Cap Size, and Multiple Indicator Crossovers
Summary
This equity selection proposal combines RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and simultaneous bullish crossovers in three technical indicators, with MACD, KDJ, and DMI offered as examples. It interprets the RSI threshold as a way to avoid highly overbought conditions, uses market capitalization to constrain company size, and treats coincident crossovers as evidence of improving trend conditions. The document explains indicator formulas and notes that the crossover setup has no precise Python implementation in the source.
No backtest, sample period, benchmark, or return and risk results are supplied. The criteria therefore describe a candidate screen, not a validated strategy. The article recognizes that technical signals can lag or mislead and that restricting the universe by market value excludes other stocks. It recommends considering fundamentals and broader market conditions, but does not define specific tests or rules for combining those additional inputs.
Key ideas
- The screen requires RSI below 65 and circulating market value within the stated 5–10 billion yuan range.
- It seeks agreement from three bullish technical crossovers, with MACD, KDJ, and DMI as examples.
- The document provides indicator formulas but no exact Python implementation or performance evidence.
- Technical signals can lag or give false readings, and the size filter limits the eligible universe.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.