Chinese Stock Screen Combining RSI, Large-Order Flow, and Market Capitalization

Summary

This Chinese equity screening proposal combines a relative strength index below 65, a positive product of percentage price change and net large-order volume, and circulating market capitalization above 10 billion yuan. It presents the factors as a blend of technical condition, capital flow, and company size. The article also suggests adding chart-pattern and fundamental filters, adjusting the size threshold by industry, and applying portfolio and position controls.

The document gives a rationale for the filters but no backtest, performance figures, or evidence that they predict returns. Its accompanying code reference does not cleanly match the prose: the described market-cap condition is expressed differently in the code, and the data fields and thresholds are not fully explained. The proposal itself cautions that relying on technical, flow, and size measures can omit other relevant factors; readers should verify the definitions and test the screen before relying on it.

Key ideas

• The proposed screen requires RSI below 65 and a positive price-change times large-order-flow measure.
• It also specifies circulating market capitalization above 10 billion yuan.
• The article frames the screen as combining technical, money-flow, and company-size information.
• Suggested extensions include chart patterns, fundamentals, industry-specific thresholds, and portfolio controls.
• No performance evidence is supplied, and the code reference appears inconsistent with the stated market-cap rule.

Tags

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