Screening Large-Cap Stocks for Range and Three Indicator Crossovers

Summary

This A-share screening concept combines a daily price-range threshold, circulating market capitalization above 10 billion yuan, and simultaneous upward threshold crossings in RSI, ROC, and CCI. The examples define the crossings as RSI moving above 30, ROC moving above zero, and CCI moving above negative 100. The stated rationale is to find actively traded, larger companies whose indicators have turned upward from specified levels.

The article provides formula examples and a Python sketch, but the sketch does not actually calculate the named indicators or enforce the stated capitalization condition; it compares closing-price series and adds a turnover filter instead. No historical results or performance evidence are supplied. The article acknowledges that technical conditions and company size do not establish financial quality, and recommends considering fundamentals and industry conditions. As presented, this is an illustrative screening idea whose implementation would need correction and validation before it could support trading decisions.

Key ideas

• The proposed screen combines a daily range condition with circulating market capitalization above 10 billion yuan.
• It defines upward crossings for RSI, ROC, and CCI at specified thresholds and requires all three together.
• The Python sketch does not implement the named indicators or market capitalization criterion as described.
• The document provides no performance evidence and notes that technical signals do not replace fundamental analysis.

Tags

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