A-Share Stock Ranking by RSI, Daily Gain, and Large-Order Flow
Summary
This article describes a daily A-share selection approach that filters for RSI below 65 and a gain above 1%, then ranks eligible stocks using the product of daily return and net flow attributed to very large orders. The examples further constrain the universe to main-board listings and describe excluding ST-designated or suspended shares. A related rule checks for positive large-order flow and a minimum flow ratio before ranking candidates.
The proposed rationale is to combine a technical condition with a measure of trading flow. The document does not provide backtest results or evidence that this ranking predicts returns. It cautions that the method may miss valuation, dividends, and other fundamentals, and that a focus on price action and flow can be risky during volatile markets. It suggests adding fundamental and industry analysis, risk controls, and diversification. The article’s prose and examples vary in how they define the main-board universe and flow filters, so implementation would require consistent data definitions.
Key ideas
- The screen requires RSI below 65 and a daily gain exceeding 1%.\nEligible shares are ranked using daily return multiplied by very-large-order net flow.\nThe examples add market-board, flow-ratio, ST-status, and suspension filters.\nThe article provides no performance evaluation for the selection method.\nIt recommends supplementing technical and flow signals with fundamentals, industry context, and portfolio risk controls.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.