A Stock Screen Combining Limit-Up Activity, Capital Flow, and RSI

Summary

This post presents a short-term equity selection screen using three signals: more than two limit-up sessions in the prior ten days, RSI below 65, and ranking by capital-flow strength. It interprets the RSI threshold as leaving room for further gains, capital flow as a way to gauge buying or selling pressure, and repeated limit-ups as evidence of strong recent price action. The post suggests adding valuation measures, longer-term company performance, market conditions, capitalization, and sector strength to broaden the analysis.

It cautions that the screen emphasizes recent price behavior and that limit-up counts may bias the results. A Python example illustrates calculations for RSI, Chaikin Money Flow, and limit-up days, but the author says the code adjusts the screening conditions. In particular, the implementation uses a positive money-flow threshold and counts price changes at or above 9.8%, which may not exactly represent the named capital-flow ranking or market limit rules. The post supplies no backtest, return data, or evidence that the signals are predictive; its suggestions are a starting point for evaluation.

Key ideas

• The screen combines RSI below 65, capital-flow strength, and more than two limit-up sessions over ten days.
• The post treats RSI and recent limit-ups as signals about short-term price conditions.
• It recommends adding company fundamentals and broader market context.
• The example code adjusts some conditions and may not match the stated ranking logic.
• No performance test is presented.

Tags

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