A-Share Screening with RSI, Afternoon Net Flow, and Recent Returns

Summary

This A-share stock screen combines a 14-period RSI below 65, positive afternoon large-order net inflow, and a recent return filter. The stated selection logic also describes a ten-day gain above zero but below 35%; the reference formulas and Python example calculate price relative to a ten-period exponential moving average, so the implementation does not clearly match the title’s ten-day return wording. The Python example additionally filters by trading volume, excludes codes with specified prefixes, and ranks candidates using a separate ranking source.

The accompanying discussion frames RSI as a way to avoid highly stretched readings and net inflow as a sentiment signal, while the return condition seeks stocks with positive movement. It warns that the screen omits company and industry fundamentals and may select companies without lasting investment merit. No performance results or validation are reported. The article suggests adding fundamental measures and other indicators, but provides no tested comparison or detailed portfolio, execution, or risk rules.

Key ideas

• The screen seeks stocks with RSI below 65 and positive afternoon net inflow.
• It combines those signals with a positive but capped recent price condition.
• The sample implementation adds volume, code-prefix, and ranking filters.
• The article warns that technical and flow signals omit company fundamentals.
• No backtest evidence or performance results are provided.

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