Chinese Stock Screen Using RSI, Daily Gains, and Institutional Buying

Summary

This Chinese-market stock screen combines four filters: RSI below 65, a daily gain greater than 1%, main-board listing, and positive institutional net buying. It ranks qualifying shares by institutional buying and proposes selecting the top five. The article includes example screening logic and Python-style code intended to retrieve market and institutional data, calculate RSI, and produce a stock list.

The article does not provide backtest results or evidence that the screen earns excess returns; that outcome is presented as an aim. Its own risk discussion notes reliance on technical conditions while omitting fundamentals and market themes, and recommends historical testing, broader inputs, stop losses, and diversification. The sample code also contains apparent inconsistencies between its filters, data fields, and the stated RSI condition, so its implementation should be checked before use. The screen is a selection rule, not a complete portfolio or execution plan.

Key ideas

• The screen requires RSI below 65 and a daily gain above 1% for main-board shares.
• It further requires positive institutional net buying and ranks candidates by that buying.
• The example proposes taking the five highest-ranked candidates.
• The article supplies no performance evidence and advises testing, broader analysis, and risk controls.
• The sample code may not consistently implement every stated filter.

Tags

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