Screening for Frequently Limit-Up Stocks with RSI and Trading Heat
Summary
This Chinese A-share screening proposal selects stocks with more than two limit-up sessions in the prior ten days and an RSI below 65, then orders candidates by a proxy for stock popularity based on recent trading volume. It combines a recent price-momentum event with a technical indicator and a liquidity or attention ranking. The accompanying example calculates RSI and counts limit-up sessions, though its implementation also adds a listing-board filter that is not stated in the main screening rule.
No backtest, return analysis, or evidence that the combination improves outcomes is presented. The note acknowledges that it omits company fundamentals and broad market conditions. There are also implementation ambiguities: the example uses a fixed data window and dates derived from the current date, and its volume ranking may not directly measure investor attention. The document recommends considering fundamentals and market context, but does not specify how to combine them.
Key ideas
- The proposed screen requires more than two limit-up sessions over ten days and RSI below 65.\nCandidates are ordered by recent trading volume as a proxy for popularity.\nThe example includes a listing-board restriction absent from the stated main rule.\nThe note provides no test results or evidence of profitability.\nFundamentals and broad market conditions are omitted from the core screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.