Screening Chinese Stocks with RSI, Recent Highs, and a Rising 30-Day Average

Summary

This document describes a technical stock screen for mainland Chinese equities. It selects stocks whose 14-period RSI is below 65, whose latest high is the highest of the latest two observations, and whose 30-day moving average is rising. The stated interpretation is that these conditions identify relatively strong shares while avoiding the most elevated RSI readings. A Python example illustrates applying the filters to historical stock data, with exclusions for recently listed firms and a particular listing segment.

The post supplies no backtest, performance statistics, benchmark comparison, or evidence that the screen predicts returns. It notes that technical filters alone omit company fundamentals and broader market risk, and suggests combining them with valuation, risk assessment, or capital-flow information. Data coverage, indicator timing, trading costs, and the practical meaning of “potential” are not established, so the rules should be treated as a screening recipe rather than a validated strategy.

Key ideas

• The screen requires RSI below 65, a two-observation high, and a rising 30-day moving average.
• The example applies the conditions to Chinese stocks using historical price data.
• The post gives no empirical performance test to establish predictive value.
• It recommends supplementing technical signals with fundamental and risk information.

Tags

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