Selecting Chinese Stocks by RSI, Mid-Range Float Value, and Recent Limit-Ups

Summary

This Chinese equity screening proposal combines three filters: RSI below 65, tradable market value between 5 billion and 10 billion yuan, and at least one limit-up move during the prior 25 trading days. The stated aim is to find medium-sized stocks with recent price strength, blending a momentum-style technical measure with evidence of recent market attention. The accompanying example calculates a 14-period RSI, checks for a daily percentage move above 9% within the rolling lookback, and ranks qualifying names by daily percentage change when enough candidates are available.

The article gives screening logic and illustrative Python code, but no historical test, benchmark comparison, or realized return data. Its own caveats are that recent market themes can fade and that the screen omits fundamentals and industry outlook. The limit-up threshold may also vary with listing rules or stock characteristics, and the example’s assumptions should be checked against the intended market data. The screen is a candidate-generation rule, not a complete portfolio or risk-management process.

Key ideas

• The screen requires RSI below 65 and tradable market value within a stated middle range.
• A qualifying stock must have recorded a limit-up move during the prior 25 trading days.
• The sample code uses a 14-period RSI and ranks candidates by recent daily price change.
• The article warns that market themes can reverse and that fundamentals and industry prospects are omitted.
• No backtest or return evidence is supplied.

Tags

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