Screening Chinese A-Shares by RSI and Beverage Import-Export Industry
Summary
This post describes a Chinese A-share stock screen combining a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, while excluding stocks associated with Beijing. The stated rationale is to combine a technical condition with industry and location filters. The document suggests the industry choice is intended to identify companies with favorable prospects, while the location filter is presented as a way to avoid regional policy exposure.
No performance data or backtest results are supplied, so the claimed potential is not demonstrated. The post itself acknowledges that market and industry changes can undermine selections and that excluding a region may remove worthwhile companies. It suggests adding indicators such as moving averages or MACD and considering company finances, but provides no tested optimization. The accompanying code illustrates the filter; it does not establish that the location or industry assumptions improve returns.
Key ideas
- The screen selects A-shares with a 14-period RSI below 65 in a specified beverage import-export industry.
- It excludes stocks associated with Beijing as a geographic filter.
- The post gives no backtest or performance evidence for the selection rules.
- Market shifts and the geographic exclusion may cause missed opportunities or unwanted selections.
- The author suggests combining the screen with additional technical and financial analysis.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.