Screening A-Shares by RSI, Profit Growth, and Opening Auction Move

Summary

This document describes an A-share stock screen combining a 14-period RSI below 65, year-over-year net profit growth above 20% and no more than 100%, and a 9:25 price increase below 6%. Its accompanying query example adds positive net profit, a free-float value threshold, exchange and listing filters, and ranks candidates by free-float value. The article presents the combination as a way to pair growth characteristics with a less extended short-term move.

The evidence is a stated screening recipe and sample query, not a performance study: it gives no backtest results or live-trading record. The article notes that the screen omits other company fundamentals, including industry outlook, capital structure, and profitability, and that the opening-move cap can exclude opportunities in active markets. It suggests adding company and industry analysis, risk exits, and other indicators. The Python example estimates profit growth using changes in a supplied profit series, which is not necessarily equivalent to the specified year-over-year financial metric; its implementation therefore needs validation before use.

Key ideas

• The screen requires RSI below 65 and net profit growth above 20% but at most 100%.\nIt filters out stocks whose 9:25 move reaches 6% and above.\nThe sample query also requires positive net profit and applies listing, exchange, and float value filters.\nThe article provides no evidence of returns or risk-adjusted performance.\nIndustry context, broader fundamentals, and explicit exit rules are suggested as possible additions.

Tags

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