A-Share Screening with RSI, Order Flow, and Recent Broker Activity

Summary

This Chinese stock-screening post combines three conditions: RSI below 65, external-market volume divided by internal-market volume above 1.3, and appearance on the previous day’s broker leaderboard. It describes the screen as a way to identify shares with buying interest and short-term catalysts. The post suggests checking company fundamentals, industry trends, and market themes alongside leaderboard activity, and adding indicators such as CMF, OBV, or VPT to assess flows, or MACD, KDJ, and moving averages to describe price behavior.

The evidence is a proposed selection rule and an illustrative Python workflow, not reported performance data. The workflow also adds an OBV rise and a circulating-market-cap filter, so it does not exactly match the stated three-condition screen. The author cautions that unusual short-term trading may not indicate durable growth and that leaderboard activity can reflect short-term arbitrage or manipulation. No backtest results, execution details, or out-of-sample validation are provided.

Key ideas

• The stated screen requires RSI below 65, an external-to-internal volume ratio above 1.3, and prior-day leaderboard appearance.
• The post recommends combining leaderboard activity with fundamental, industry, and market-theme analysis.
• Other volume-flow indicators may supplement the external-to-internal volume ratio.
• The example workflow adds rising OBV and a market-cap ceiling beyond the main screening rules.
• Short-term abnormal activity may not predict lasting growth and may be affected by manipulation or arbitrage.

Tags

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