Chinese Stock Screening with RSI, Large-Order Flow, and Float Size

Summary

This Chinese equity screening idea combines a relative strength index below 65, a condition based on the product of price change and net buying by very large orders, and a circulating share count no greater than 5.5 billion. It aims to identify smaller-float shares with favorable technical readings and active buying. The document gives indicator definitions and a sample Python filter, but does not specify the observation period for RSI or explain how the order-flow measure is calculated.

The author cautions that results may depend on whether the market is rising or falling, that technical and flow signals omit other drivers, and that float size alone is an imperfect proxy for company size or opportunity. Suggested extensions include other technical and fundamental measures, market and industry context, and portfolio and position controls. No backtest results or performance evidence are provided, so the screen is a selection concept rather than a validated trading strategy.

Key ideas

• The screen requires RSI below 65 and a price-change-times-large-order-net-flow condition.
• It limits eligible stocks to a circulating share count no greater than 5.5 billion.
• The example does not define the order-flow calculation or RSI lookback period.
• The author recommends adding fundamental and market context and using portfolio controls.
• No performance results are reported.

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