Screening Main Board Stocks by RSI, Daily Gains, and Recent Limit-Ups

Summary

This note outlines a Chinese main board stock screen using RSI below 65, a daily gain above 1%, and more than two limit-up sessions within the prior ten days. It proposes sorting qualifying stocks by heat, combining a momentum signal with evidence of recent trading excitement. The article gives illustrative SQL-like and Python selection examples, but reports no historical test, performance results, or evidence that the conditions produce excess returns.

Key ideas

• The screen combines RSI, a positive daily move, and repeated recent limit-up sessions.
• Recent limit-ups are used as a proxy for stock heat and possible continued momentum.
• The note identifies short lookback periods and shifting market sentiment as limitations.
• It recommends adding risk controls, exit rules, and potentially fundamental measures.

Tags

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