A-Share Screen Using RSI, Beverage Imports and Large-Order Flow

Summary

The document outlines a Chinese A-share stock screen combining three filters: 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a high ranking in large-order net volume. The final selection is limited to the top 20 stocks by that flow measure, with positive large-order net volume. It presents these conditions as a way to combine a technical reading, an industry filter, and a view of trading flows.

The article gives formula and Python examples, but the examples are not fully consistent: the code calculates RSI without applying the RSI threshold, and the Python snippet adds a market-cap filter not included in the stated final logic. It provides no backtest results or performance evidence. It cautions that RSI, industry classification, and large-order flow can all change or be noisy, and suggests adding valuation, technical, and other flow measures before relying on the screen.

Key ideas

• The stated screen selects beverage and alcohol import-export stocks with RSI below 65 and ranks them by large-order net volume.
• The final rule keeps the top 20 stocks with positive large-order net volume.
• The examples do not consistently implement every condition in the stated rule.
• Large-order flow can be volatile, and the document provides no evidence of backtested performance.

Tags

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