A-Share Screening with RSI, Profit Growth, and Auction Buying Flow

Summary

This A-share stock screen combines a technical condition, a fundamental filter, and an opening-auction buying-flow condition. It selects stocks with RSI below 65, year-over-year net profit growth above 20% and no more than 100%, and qualifying large or extra-large buy volume during the auction. The article describes the intended use as short-term stock selection. Its database example adds filters such as exchange, listing status, price, and positive MACD, while the Python example sketches a similar screen and ranks candidates by market capitalization.

The article explains that moderate RSI may leave room for a rebound, profit growth is intended to represent earnings strength, and auction buying flow may indicate demand. It supplies implementation references but no backtest, transaction-cost analysis, or measured returns. The authors flag the short horizon, possible speculative activity in high-flow stocks, and the risk of overlooking company health. The examples also differ in implementation details, so the stated screen should be checked against the data definitions used in practice.

Key ideas

• The screen combines RSI below 65 with a bounded year-over-year net profit growth range.
• It uses opening-auction large and extra-large buying activity as a demand filter.
• The article frames the selection process as short-term trading in A-share equities.
• The database and Python examples contain implementation details that do not fully match, so their filters need validation.
• No performance results or transaction-cost analysis are provided.

Tags

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