A-Share Stock Screening with RSI, Order Flow, and the 10-Day Average

Summary

This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a candidate-selection process, using recent price data, an RSI reading, and a snapshot of the order-flow ratio. It describes the moving-average condition operationally as an opening price at or below the average.

The document offers a rationale for combining momentum, trading activity, and a short-term price reference, but it gives no backtest, performance data, or evidence that the combination predicts returns. It also cautions that an opening price does not determine subsequent price movement and that each technical measure has limitations. It suggests adding fundamental, industry, and market-context checks and using stop-losses, profit-taking, and periodic portfolio review. Data definitions and implementation details may vary across platforms, so the stated filters alone do not establish a validated strategy.

Key ideas

• The screen combines RSI below 65, an outside-to-inside volume ratio above 1.3, and an opening price near the 10-day moving average.
• The example implements the moving-average condition as an opening price no higher than the average.
• The document provides no empirical test or return evidence for the combined screen.
• It recommends considering fundamentals and market context alongside technical filters.
• Risk controls such as stops and portfolio rebalancing are suggested as additional safeguards.

Tags

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