Screening Shenzhen Stocks by Recent Limit-Ups, Valuation, and RSI

Summary

This Shenzhen main-board stock screen requires an RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between zero and 3.11, and more than two limit-up sessions within ten days. The post treats repeated limit-ups as a sign of market attention and speculative intensity, while the valuation bands are intended to constrain the candidate set. It suggests adding financial quality, company fundamentals, and industry conditions when refining selections.

The document gives indicator formulas and a Python example, but no backtest, benchmark comparison, or return evidence. Its discussion warns that popular or concept-driven shares may be speculative, risky, and difficult to hold or trade, including due to execution gaps. The code’s limit-up count uses a separate date range and data fields, so it may not reproduce the stated ten-day rule as written. The screen is a proposed filter rather than a demonstrated investment method.

Key ideas

• The screen combines RSI below 65 and positive PE and PB ratios within specified upper bounds.
• It requires more than two limit-up sessions in a ten-day window on Shenzhen main-board stocks.
• The post views repeated limit-ups as a marker of attention and speculation, not proof of fundamental value.
• It recommends considering financial quality, company fundamentals, and industry trends.
• No performance evidence is supplied, and the code’s date window may not match the stated rule.

Tags

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