A-Share Screening with RSI, Earnings Growth, and Large-Order Flow

Summary

This document describes a short-term Chinese A-share screening rule combining a 14-period RSI below 65, year-over-year growth in parent-company net profit above 20% and up to 100%, and a positive signal formed from price change and large-order net inflow. Its premise is that moderate RSI, improving earnings, and strong buying activity may jointly identify stocks with near-term upside interest.

The post provides SQL-style and Python examples, but the implementations do not align perfectly with the prose description: the SQL uses other price and flow conditions, while the Python measures recent large-order flow over a rolling window. No backtest results or performance evidence are reported. The author notes that the screen may overlook long-term trends, company value, broad market conditions, and macroeconomic factors, and that changing capital flows can cause selections to rotate frequently. Valuation measures and additional technical filters are suggested as possible refinements.

Key ideas

• The screen combines RSI below 65 with parent-company net profit growth above 20% and no more than 100%.
• A positive interaction of price change and large-order net inflow is intended to indicate near-term buying interest.
• The examples differ in how they operationalize price and order-flow conditions.
• The post offers no empirical performance results and cautions that market, macroeconomic, and company risks are omitted.

Tags

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