A-Share Screen Using RSI Below 65 and Prior-Day Main-Fund Inflows

Summary

This A-share stock screen combines a 14-period RSI below 65 with a positive prior-day main-fund net inflow. The stated rationale is that a relatively lower RSI may indicate rebound potential, while the fund-flow condition adds a capital-flow filter. The example also describes ranking qualifying stocks by a price-return measure over the selected period.

The document cautions that the screen omits company fundamentals, including profitability, financial condition, and industry competition, and may be vulnerable to shifts in market sentiment. It suggests combining technical and fundamental measures, such as MACD, Bollinger Bands, valuation ratios, dividend details, and ownership information. Although sample implementation details are included, no validated backtest results or evidence that the screen predicts returns are reported. The precise meaning and data quality of the “main-fund” measure are not explained, so the criterion and its timing would need careful verification before use.

Key ideas

• The screen selects stocks with a 14-period RSI below 65 and positive prior-day main-fund net inflow.
• The proposed rationale combines a technical condition with a capital-flow filter.
• The example ranks qualifying stocks by a period return measure.
• The screen omits fundamental quality checks and may be affected by market sentiment.
• No performance validation is provided, and the fund-flow measure is not defined in detail.

Tags

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