Screening A-Shares with RSI, Profit Growth, and a Weekly MA Cross

Summary

This post describes a Chinese A-share stock screen combining a technical condition with an earnings filter. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a weekly five-period moving average crossing above the ten-period average. The author presents the combination as a way to find stocks with positive earnings growth and a potentially favorable technical setup.

The post includes example screening logic and code references, but no backtest, benchmark, transaction-cost analysis, or performance results. It warns that the screen omits other valuation and market factors, including valuation ratios, trading activity, broad market direction, and policy conditions; it also notes the risk of buying after a moving-average signal. The examples may not implement the stated rules consistently: the SQL excerpt uses a profit ratio and daily moving-average comparisons, while the Python excerpt calculates profit growth with a period change and does not clearly compute a weekly crossover. These differences limit reproducibility and call for validation before use.

Key ideas

• The screen requires RSI below 65 and parent-company net-profit growth above 20% and up to 100%.
• It adds a weekly five-period moving-average cross above the ten-period average as a technical filter.
• The strategy combines earnings growth selection with technical trend conditions.
• The post provides no empirical performance evidence and identifies omitted market and valuation factors.
• The code examples do not consistently match the stated weekly crossover and growth rules.

Tags

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