Screening Chinese Stocks by RSI, Float Value, and Board

Summary

This post describes a Chinese equity screen combining three conditions: RSI below 65, floating market capitalization between 5 billion and 10 billion yuan, and exclusion of the STAR Market. It frames RSI as a short-term indicator of overbought or oversold conditions and market capitalization as a measure of company scale. A Python example outlines filtering stocks using market data, though the post does not provide a dated stock list or a backtest of the resulting screen.

The author cautions that the rules omit other technical signals, company fundamentals, liquidity, and market flows, and that changing market conditions may produce misleading signals. Suggested extensions include valuation and profitability measures, trading volume, and further parameter adjustment. The example should be read cautiously: the described selection rules and implementation details are not fully aligned, and the post does not demonstrate that the proposed filters improve returns or control risk. It is a screening recipe with stated limitations, not evidence of a validated investment strategy.

Key ideas

• The screen requires RSI below 65, floating market value between 5 billion and 10 billion yuan, and exclusion of the STAR Market.
• The post suggests combining the screen with fundamental and liquidity measures.
• It warns that market shifts can make the conditions generate unreliable signals.
• No backtest results or evidence of improved investment performance are presented.

Tags

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