Chinese Stock Screening with RSI and Large-Order Flows

Summary

This Chinese stock-selection post describes a ranking approach that combines a technical filter with measures of price movement and large-order activity. Its stated screen keeps stocks with RSI below 65, considers the product of price change and net super-large-order volume, and sorts by capital strength. The accompanying example uses positive net flows, turnover, valuation fields, industry exclusions, and market capitalization to produce a list of up to 50 stocks. The post characterizes larger capitalization and stronger main-fund inflows as indicators of capital strength.

The article offers a rule description and sample implementation, but no backtest, performance data, or evidence that the ranking predicts returns. It also leaves important details unclear, including how RSI and the price-change-times-flow factor are incorporated in the code example. Market regime shifts, company-specific financial risk, and extreme price moves are identified as potential problems. The proposed extensions include additional time-frame indicators and fundamental measures; position and market risk management remain necessary.

Key ideas

• The screen filters for stocks with RSI below 65.
• It combines price movement with net activity from very large orders as a selection factor.
• The post describes capital strength as larger market capitalization and stronger main-fund net inflows.
• Its example ranks candidates using net flow and market capitalization after applying liquidity, valuation, and industry filters.
• The document provides no historical test or performance evidence for the strategy.

Tags

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