A-Share Stock Screen Combining RSI, Float Value, and Institutional Activity
Summary
This Chinese A-share screening proposal selects stocks with RSI below 65, a circulating market value from 5 billion to 10 billion yuan, and positive institutional activity. The article frames the filters as a combination of a short-term technical measure, company size, and an estimate of institutional interest. It also discusses adding moving averages, trading volume, price changes, and valuation measures for a broader assessment.
The article includes example code and formulas, but provides no backtest, benchmark comparison, or evidence that the rules produce better returns. It cautions that RSI captures only short-term conditions, institutional activity can be misread, and market capitalization alone does not indicate business value. The stated screen may also omit stocks outside its chosen size range, while short holding periods can increase trading costs. The examples should therefore be understood as illustrative selection logic rather than validated investment results.
Key ideas
- The proposed screen combines RSI below 65, a specified circulating-value range, and positive institutional activity.
- RSI is presented as a short-term indicator and may be sensitive to market noise.
- Institutional activity and market capitalization are imperfect measures of investor interest and company value.
- The article proposes additional technical and fundamental inputs but reports no performance evaluation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.