A Chinese Stock Screen Combining RSI, Afternoon Net Inflow, and Dividends

Summary

The document describes a Chinese stock selection rule combining three filters: RSI below 65, positive large-order net inflow in the afternoon, and a dividend ratio above 25% for 2019. It also gives example indicator and Python logic for applying these conditions and sorting selected stocks by dividend ratio.

The explanation presents the combination as a way to bring technical and fundamental criteria together, but it does not provide backtest results or evidence that the filters improve returns. It warns that selected stocks may still have quality or other risks, and recommends considering additional indicators and company fundamentals. The code is illustrative, and the document does not establish how its data fields or timing assumptions should be validated in practice.

Key ideas

• The screen requires RSI below 65 and positive afternoon large-order net inflow.
• It also selects for a 2019 dividend ratio above 25%.
• The examples show how to combine the filters and rank candidates by dividend ratio.
• The document provides no performance evidence and cautions that the screen can still select risky stocks.

Tags

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