A-Share Screening with RSI, Order Flow, and Limit-Up Activity

Summary

The document outlines a Chinese A-share stock screen that combines RSI below 65, an external-to-internal trade ratio above 1.3, and recent consecutive limit-up activity. It interprets the RSI threshold as avoiding an overbought condition, the trade ratio as a sign of buying pressure, and limit-up activity as evidence of market attention. The suggested refinements add company financial quality, recent price changes, and broader technical indicators.

The accompanying example describes screening for ROE, positive but bounded recent returns, RSI, a live quote ratio, and prior limit-up activity. The article gives no backtest, performance statistics, or validation of the proposed signals, so it does not establish that the screen is profitable. It also acknowledges that technical and short-term attention signals can select heavily speculated stocks, while omitting fundamentals can leave important risks unexamined. The example mixes the stated selection logic with additional filters, and its data-provider fields and thresholds would need to be checked before use.

Key ideas

• The proposed screen combines RSI below 65 with an external-to-internal trade ratio above 1.3 and recent consecutive limit-up activity.
• The article treats RSI as an overbought screen and the trade ratio as a proxy for buying pressure.
• It suggests adding financial quality, longer-horizon price behavior, and other technical measures.
• The example includes ROE and recent-return filters, but the document provides no backtest evidence for the combined strategy.
• Short-term limit-up activity may reflect speculation and does not establish sound company fundamentals.

Tags

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