A-Share Screen Combining RSI, Price-Volume Flow, and Moving Averages

Summary

The document proposes a Chinese A-share stock screen using RSI below 65, a positive product of daily price change and a five-day signed volume measure, rising moving-average conditions, and trailing price-to-earnings below 30. It explains the signals as a way to combine momentum or trend context with a volume-related filter and valuation constraint. It also offers sample screening logic and Python-oriented data retrieval and filtering steps.

The stated risks include misjudging the market trend, over-speculation, and subjectivity in the moving-average overlap condition; suggested additions include company metrics and other technical indicators. The implementation details are not fully consistent with the description: the formula shown uses one moving average checked against prior values, while the prose refers to at least five overlapping averages, and the volume proxy is not clearly the same as true large-order net flow. No backtest results or evidence of predictive performance are provided, so the screen should be treated as a proposal rather than a validated strategy.

Key ideas

• The proposed screen combines RSI below 65, a price-change and signed-volume condition, moving-average criteria, and trailing PE below 30.
• The document flags trend misclassification, speculative behavior, and subjectivity in the moving-average condition as risks.
• It suggests combining the screen with company fundamentals or other indicators.
• The examples do not clearly implement the stated condition of at least five overlapping moving averages.
• The post supplies no backtest evidence for the screen’s performance.

Tags

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