Selecting Chinese A-Shares by RSI, Earnings Growth, and Convertible Bonds

Summary

This stock screen combines a 14-period RSI below 65 with positive year-over-year growth in net profit attributable to parent-company shareholders, bounded above 20% and at or below 100%. It also requires a nonempty name for an outstanding convertible bond linked to the stock. The accompanying selection logic further filters for positive net profit and specifies eligible Shanghai-listed A-shares, excluding certain listings and suspended or delisted shares. The rationale is to pair a technical condition with earnings growth and convertible-bond presence.

The document includes database-query and Python examples, but it provides no backtest, return series, or evidence that the conditions predict performance. Its own caveats note that the screen omits other financial and fundamental measures and does not analyze convertible-bond characteristics in depth. It suggests adding more indicators and risk controls, but gives no tested position sizing, stop-loss, or portfolio construction method. The listed thresholds define a screening rule, not a demonstrated trading edge.

Key ideas

• The screen requires a 14-period RSI below 65 and positive net profit growth within a stated range.
• It also requires a linked outstanding convertible bond and applies additional A-share eligibility filters.
• The document supplies query and Python examples but reports no backtest or performance evidence.
• Its stated limitations include reliance on a narrow set of financial measures and limited convertible-bond analysis.

Tags

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