A-Share Screening with RSI, Main-Fund Inflows, and Moving Averages

Summary

This A-share stock screen combines three conditions: a 14-period RSI below 65, positive main-fund net inflow on the previous day, and the 20-day moving average above the 120-day moving average. The short-versus-long average comparison is intended to identify stocks with stronger recent price trends, while the RSI threshold filters out some high-momentum readings. The article also proposes ranking qualifying shares by popularity.

The document gives a formula-style description and sample Python that references market data and technical-indicator libraries. It does not report a backtest, performance results, or evidence that the filters predict returns. The code includes apparent inconsistencies, including a market-value comparison using an undefined variable and a fund-flow data call whose meaning may not match the stated prior-day condition. The author notes that moving-average criteria can behave differently across sectors and market cycles, and suggests adding industry and fundamental information. Treat the screen as a starting hypothesis requiring data validation and risk controls.

Key ideas

• The screen requires RSI(14) below 65, positive main-fund net inflow on the prior day, and the 20-day average above the 120-day average.
• The moving-average relationship is intended to capture stronger short-term than long-term price action.
• The article suggests sorting qualifying stocks by popularity, but provides no evidence that this ranking improves returns.
• The sample implementation and data definitions should be checked before use, and the document reports no backtest results.

Tags

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