Screening Chinese Stocks by Turnover, Market Value, and RSI

Summary

This stock-selection rule screens for shares with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a 14-period RSI below 65. The article presents the conditions as a way to find potential short-term candidates and includes examples of how to express the screen in trading software and Python.

The document offers no historical returns, benchmark comparison, or backtest, so it provides no evidence that the screen is profitable. It also notes that the conditions omit company fundamentals and broader market factors, and that RSI readings may be imperfect. The author suggests combining the screen with other technical indicators and fundamental checks. Any such additions would need separate testing; the article does not specify entry timing, exits, position sizing, or portfolio risk controls.

Key ideas

• The screen requires turnover between 3% and 12%.

Tags

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