A-Share Stock Screening with RSI and Buy-Sell Volume Imbalance

Summary

This A-share screening idea combines a momentum-style technical filter with an estimate of buying versus selling pressure. It selects stocks with a 14-period RSI below 65 and an external-to-internal volume ratio above 1.3, then ranks qualifying names by a measure labeled capital strength. The post also describes excluding special-treatment and delisting stocks and gives formula and Python examples for constructing the screen.

The article frames the method as a way to find relatively strong stocks, but it presents no backtest, live results, or benchmark comparison. It cautions that technical and flow measures omit company fundamentals, that randomness and trading costs can affect returns, and that liquidity and risk appetite may change. Its proposed improvements include incorporating broader market, industry, and economic information and adjusting selection and risk controls to changing conditions. The supplied code and definitions are implementation examples; the document does not establish their accuracy or robustness.

Key ideas

• The screen requires RSI below 65 and an external-to-internal volume ratio above 1.3.
• Qualifying stocks are ordered by a capital-strength measure.
• The examples include filters for special-treatment and delisting status.
• The approach relies on technical and trading-flow information and omits fundamental analysis.
• The article provides cautions but no performance evidence or backtest.

Tags

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