A-Share Screen Using RSI, Order-Flow Ratio, and Recent Limit-Ups

Summary

This A-share stock screen combines three filters: RSI below a specified ceiling, external volume divided by internal volume above a stated ratio, and at least one limit-up event within the preceding period. The author presents the recent limit-up condition as a way to identify stocks that may have shown market attention or short-term strength, while the RSI and order-flow ratio add technical and trading-activity filters. A Python example sketches a process for examining current stocks and recent price data.

The document cautions that limit-up history can reflect shifting sentiment and fund flows, making it uncertain, and that the combined screen may narrow the candidate universe. It recommends testing the rules, refining them for stock type, sector, and market environment, and adding risk management and allocation. It provides no backtest, return figures, or evidence that the screen predicts future performance. The example's descriptions of the lookback and limit-up test are not entirely consistent, so the precise implementation should be checked before use; no entry, exit, or position-sizing rules are specified.

Key ideas

• Candidates must meet an RSI ceiling and an external-to-internal volume ratio threshold.
• The screen also requires a recent limit-up event within a stated lookback period.
• The proposed interpretation is that recent limit-ups may indicate attention or short-term strength, but this is uncertain.
• The author recommends backtesting and considering market, sector, and stock-specific context.
• The document does not provide validated results or a full trading and risk-management plan.

Tags

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