Filtering Chinese Stocks by Recent Limit-Ups, Capital Flow, and RSI

Summary

The screen seeks Chinese stocks with RSI below a stated ceiling, positive main-fund flow on the prior day, and more than two limit-up sessions within ten days. The post frames recent limit-ups as a sign of strong price action and describes RSI and capital flow as additional filters. Its formula reference also includes a moving-average crossover and a daily price-change condition, while the accompanying Python example attempts to calculate the filters and rank candidates by popularity.

The document provides no backtest or return evidence. It warns that selecting on recent limit-ups can encourage chasing prices and overlook company fundamentals, and recommends considering broader market, industry, and company information. The supplied formula and code do not map perfectly to the stated screen, and the code contains assumptions and data-source dependencies, so the intended criteria should be checked before implementation.

Key ideas

• The proposed screen combines RSI, recent limit-up frequency, and prior-day main-fund flow.
• The source also gives formula and Python examples that add price and ranking conditions.
• Recent limit-ups may indicate strong momentum but can also encourage buying after sharp rises.
• The post cautions that price-based filters omit fundamentals and broader market context.
• No performance testing is provided, and the implementation examples should be checked against the stated logic.

Tags

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