Stock Screening with RSI, a 20/120-Day Moving Average Filter, and Range Conditions

Summary

This Chinese stock-screening example combines three technical conditions: a 14-period RSI below 65, the 20-day moving average above the 120-day moving average, and a condition labeled “main uptrend start.” The latter is defined as the 30-day highest high and lowest low each matching their respective prior-day values. Stocks meeting all three rules are proposed as investment candidates. The document also gives an illustrative Python workflow that filters a stock list and checks market data against the stated conditions.

The article explains the rules but provides no backtest, performance evidence, or comparison with a benchmark. It notes that market shifts can reduce the available candidates, that moving-average parameters may need adjustment, and that the screen omits other selection factors. Its suggested extensions include adding technical and fundamental measures or scoring several factors together. The code is illustrative, and the stated rule set should be treated as a screening recipe rather than evidence of a profitable strategy.

Key ideas

• The screen requires a 14-period RSI below 65.
• It selects stocks with the 20-day moving average above the 120-day moving average.
• The stated uptrend-start condition requires unchanged 30-day rolling highs and lows versus the prior day.
• The article offers no performance testing and flags parameter sensitivity and limited selection criteria.

Tags

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