Chinese Stock Screening with RSI, Large-Order Flow, and Limit-Ups

Summary

This document outlines a Chinese stock-selection heuristic that combines an RSI reading below a threshold, the product of price change and a measure of very large order flow, and a recent limit-up event within a lookback window. The stated rationale is to combine a technical condition with a money-flow proxy and a sign of market attention. It also gives brief indicator references and a sample screening-code sketch.

The author warns that recent limit-ups can reflect speculative trading or price promotion, and that results may shift with market conditions and selection horizon. Fundamental characteristics are not included in the base rules, so the document suggests adding measures such as profitability, growth, valuation, and other technical indicators. No tested returns, sample results, or evidence of robustness are reported. The code sketch does not fully clarify how the large-order measure or the recent limit-up condition is calculated, so implementation requires careful definition before the screen can be evaluated.

Key ideas

• The proposed screen combines an RSI ceiling, a price-change and large-order-flow measure, and a recent limit-up event.
• The conditions are intended to reflect technical state, trading flow, and market attention.
• Recent limit-up activity may also indicate speculation or price manipulation risk.
• The screen omits fundamental information and may behave differently across market regimes.
• The document provides no performance results, and key code conditions need clearer implementation definitions.

Tags

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