Chinese Stock Screen Using RSI, Daily Gains, and Large-Order Flow

Summary

This stock-selection proposal screens for main-board shares with RSI below 65, a daily gain above one percent, and a high ranking in net large-order activity. The author frames RSI as a way to avoid highly overbought stocks, the daily rise as evidence of positive short-term momentum, and large-order flow as a sign of capital interest. A sample SQL-style filter and Python sketch are included to illustrate screening and ranking.

The document supplies a rationale and implementation examples, but no backtest results or evidence that the selected stocks outperform. It notes that fixed thresholds can become misaligned with changing market conditions, large-order rankings can be unreliable, and technical signals can produce false positives. The examples also do not fully establish that their data fields and ranking calculations match the stated strategy, so the screen would need data validation, precise definitions, and risk controls before evaluation.

Key ideas

• The screen selects main-board shares with RSI below 65 and daily gains above one percent.
• It uses net large-order activity to rank stocks for short-term selection.
• The rationale combines technical indicators with a measure of trading activity.
• The article cautions that fixed criteria and order-flow signals can become unreliable.
• No backtest evidence is presented, and the sample code requires validation against the stated rules.

Tags

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