Screening Chinese Stocks with RSI, Moving Averages, and Board Exclusion

Summary

This stock-selection screen combines three filters: RSI below 65, a 20-day moving average above the 120-day moving average, and exclusion of stocks identified as belonging to the excluded technology board. The accompanying Python example retrieves stock quotes and historical prices, computes a 14-period RSI and both moving averages, and retains symbols that pass the stated checks. The intended signal pairs a longer-term upward trend with an RSI ceiling.

The article offers no backtest, performance figures, or comparison against a benchmark, so it provides a screening recipe rather than evidence of profitability. Its discussion notes that technical signals can fail when market conditions change and that excluding a board may omit potential candidates. It suggests adding further technical and fundamental filters and reviewing parameters over time. The example also uses name-based exclusions and a particular data interface, so its universe definition and data availability may differ from the platform’s stated selection logic.

Key ideas

• The screen requires RSI below 65 and the 20-day average above the 120-day average.
• It excludes stocks associated with the specified technology board.
• The example calculates RSI over 14 periods using historical prices.
• The article gives no backtest evidence and warns that technical filters can misfire as markets change.
• Additional fundamental or technical checks could change the candidate set.

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