Screening Chinese Stocks by Amplitude, RSI, and Float Market Value

Summary

The document describes a Chinese stock screen requiring daily amplitude above 1, RSI below 65, and circulating market value between 5 billion and 10 billion yuan. It presents amplitude as a measure of price movement, RSI as an indicator of overbought conditions, and market value as a rough size filter. A further relative-strength ranking is proposed to retain the strongest fifth of the selected stocks.

The screen is a basic technical and size-based filter, not a complete investment process. The document supplies no backtest results or evidence that the conditions predict returns. It notes that the approach omits company performance and growth, may exclude moderately strong stocks, and should be assessed alongside market direction, industry context, and fundamental measures. It also suggests adding valuation, volume, and dividend indicators, but does not test those additions.

Key ideas

• The screen combines amplitude above 1, RSI below 65, and circulating market value from 5 billion to 10 billion yuan.
• Amplitude and RSI are used to characterize price movement and potential overbought conditions.
• The example ranks qualifying stocks by relative strength and keeps the strongest fifth.
• The document provides no performance test and warns that the screen omits fundamentals and industry context.

Tags

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