A-Share Screening with RSI, Order-Flow Balance, and Control Signals

Summary

This A-share screening idea combines three conditions: RSI below 65, external-market volume more than 1.3 times internal-market volume, and a signal that major investors controlled trading on the previous day. It presents these as a way to identify stocks with moderate momentum and buying pressure, then recommends considering sector movement and company fundamentals as additional filters.

The document describes the criteria and provides formula and Python examples, but reports no backtest, benchmark, or measured performance. It also acknowledges that technical indicators can fail as market conditions change and that the assessment of major-investor control may be subjective. The supplied code and formula describe implementation attempts rather than validated evidence, so the screening logic should be independently checked before use.

Key ideas

• The screen requires RSI below 65 and external-market volume more than 1.3 times internal-market volume.
• It also includes a prior-day major-investor control signal whose definition may be subjective.
• Sector trends and company fundamentals are suggested as additional selection filters.
• The document provides example formulas and code but no performance evaluation.

Tags

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