Stock Screening with RSI, Turnover, and Prior Limit-Ups

Summary

This Chinese-language post describes an equity screen using three conditions: RSI below 65, turnover between 3% and 12%, and at least two limit-up price moves during the prior 500 days. It presents the screen as a way to find stocks with recent strong moves while avoiding very low or high turnover. Formula examples and a Python sketch illustrate how to calculate RSI, turnover, and the count of qualifying price moves.

The post does not provide a backtest, return data, or evidence that the proposed filters improve selection. Its rationale treats moderate RSI as a sign of consolidation and past limit-ups as a sign of growth appeal, but those interpretations are not validated. It acknowledges that technical filters can miss company fundamentals and broader market conditions, and suggests adding valuation, industry, and risk controls. The code is illustrative and should be checked carefully against the intended data definitions and trading rules before use.

Key ideas

• The screen combines RSI, turnover, and a historical count of limit-up moves.
• The RSI threshold is below 65, while turnover is bounded between 3% and 12%.
• The post provides formula and Python examples but no measured strategy results.
• The author notes that technical filters can omit fundamentals and market context.

Tags

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