Screening Mid-Cap Chinese Stocks with RSI and Leaderboard Activity

Summary

This proposed Chinese equity screen selects stocks with a 14-period RSI below 65, a stated tradable market capitalization range of 5–10 billion yuan, and appearance on the prior day’s trading leaderboard. The article interprets the size range as a liquidity filter and leaderboard activity as a sentiment or order-flow clue. Its Python example further ranks eligible names by recent percentage change and keeps up to five, but it supplies no backtest or evidence that this ranking improves returns.

The article cautions that the rules omit fundamentals and industry prospects, and that leaderboard disclosures may arrive with a delay. It recommends evaluating company and sector conditions alongside technical signals, and mentions MACD as another possible indicator. The RSI example illustrates one calculation approach, though the article does not specify a full portfolio construction, position sizing, or exit method. The selection rule is therefore a screening sketch rather than a complete, validated trading system.

Key ideas

• The screen combines RSI below 65, a 5–10 billion yuan market-cap range, and prior-day leaderboard appearance.
• The example ranks qualifying stocks by percentage change and selects up to five when enough names qualify.
• The article provides no backtest results or evidence of profitability.
• Fundamentals, industry outlook, disclosure delays, and exit rules are not incorporated into the proposed screen.

Tags

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