Mainboard Stock Screen Using RSI, Daily Gains, and Trading Value

Summary

This note proposes screening Chinese mainboard stocks using an RSI below 65, a daily gain above 1%, and prior-day trading value above 60 million yuan. The stated intent is to combine a moderate RSI reading, recent upward price movement, and a liquidity threshold. It also discusses possible additions such as financial data, industry risk checks, stop-loss rules, and portfolio diversification.

The document gives example SQL-like and Python selection logic, but the examples are not fully aligned with the stated screen: the Python snippet includes balance-sheet and valuation filters, computes daily return using trade and open fields, and uses a fixed historical date. The note supplies no backtest, return statistics, or evidence of excess performance. Its characterization of RSI below 65 as oversold is also not established by supporting analysis, so the criteria should be treated as an unvalidated screening idea.

Key ideas

• The stated screen combines RSI below 65, a daily gain above 1%, mainboard listing, and prior-day trading value above 60 million yuan.\nThe filters aim to combine price movement with market activity.\nThe examples include additional financial filters and do not consistently match the stated criteria.\nThe document reports no performance test or evidence that the screen earns excess returns.\nIt suggests risk controls and broader financial and industry analysis.

Tags

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