Screening Chinese Stocks for Recent Limit-Ups and RSI Below 65

Summary

This stock screen combines recent limit-up activity with an RSI filter. It selects shares with RSI below 65, at least two limit-up days within the past 500 days, and more than two limit-up days in the past 10 days. The rationale offered is that the RSI threshold may temper the momentum signal, while repeated limit-ups over both a longer and shorter window indicate market attention and recent strength.

The document provides a screening description and example formula fragments, but no backtest, returns, or evidence that the criteria predict future performance. Its own risk discussion notes that the screen omits company fundamentals, valuation, and risk controls, and that recent surges could lead to excessive optimism. It suggests adding financial, sector, governance, and risk measures, but does not specify how to combine them or test the resulting strategy.

Key ideas

• The screen requires RSI below 65 and repeated limit-up events over both recent and longer windows.
• The short window is intended to capture current price strength, while the longer window reflects prior market attention.
• The document offers a rationale for the filters but reports no performance testing.
• The screen omits fundamentals, valuation checks, and explicit risk management.
• Additional financial, sector, governance, and risk indicators are suggested as possible refinements.

Tags

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