A-Share Screen Combining RSI, Order Flow, Market Value, and Profit

Summary

This proposed A-share stock screen combines technical, trading-activity, and fundamental filters. It requires RSI below 65, an outer-to-inner trading volume ratio above 1.3, market capitalization below 10 billion yuan, and positive recent net profit. The accompanying example also checks recent price movement, then describes retaining stocks that meet the conditions. The article frames the combination as a way to pair price and order-flow signals with company fundamentals.

No backtest, return series, or comparative evidence is provided, so the claimed value of the combined filters remains unverified. The article itself notes that small-cap stocks are numerous, market conditions are hard to predict, and market value and positive profit alone offer limited coverage of company quality. It proposes considering other valuation measures and broader analysis. The sample uses specific historical data calls and fields, so its implementation may not match the stated “recent” conditions or work consistently with current data. The strategy therefore needs data validation and testing before practical use.

Key ideas

• The stated screen combines RSI below 65 with an outer-to-inner trading ratio above 1.3.
• It also requires market capitalization below 10 billion yuan and positive recent net profit.
• The example adds a recent price-change filter alongside the core conditions.
• The document provides no performance evidence and acknowledges that its fundamental filters are narrow.

Tags

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