Chinese Beverage Stock Screen Using RSI, Large-Order Flow, and Industry Data

Summary

This article outlines a Chinese equity screen focused on beverage and alcohol manufacturing. It describes combining an RSI below 65 with price-change and very-large-order net-volume information, alongside industry classification, to seek stocks with potential upside. The accompanying Python example also filters out ST-designated shares and applies turnover, price-to-book, and price-to-earnings conditions, then limits the returned list.

The stated rationale combines technical signals, trading-flow measures, and industry trade conditions, but the example does not clearly implement every element named in the prose: it uses industry classification and positive net-flow data without an explicit import/export measure or a price-change-times-flow calculation. No backtest or performance evidence is supplied. The article identifies policy and trade-barrier exposure, imperfect technical signals, and incomplete or inaccurate data as risks, and suggests incorporating company fundamentals and broader market trends.

Key ideas

• The proposed screen combines RSI below 65 with price-change and large-order net-flow information for beverage-related equities.
• The example code adds turnover, positive valuation ratios, industry classification, and exclusion of ST-designated shares.
• The code does not explicitly implement the stated import/export filter or the price-change-times-flow calculation.
• The article provides no performance evidence and identifies industry, signal, and data-quality risks.

Tags

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