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

Summary

This Chinese equity screening rule combines a relative strength index below 65, a condition based on price change multiplied by net volume from very large orders, and more than two limit-up days within ten days. The post presents these as signals for technical condition, capital flows, and market enthusiasm. Its sample filter also requires the product of price change and large-order volume to be positive, alongside the recent limit-up count. It describes a screening concept rather than a complete entry, exit, or portfolio-management system.

The post gives no backtest, performance figures, or comparison with a benchmark, so it does not establish that the combination predicts returns. It warns that enthusiasm can distract from technical and fundamental factors, and that large flows may be manipulated. Suggested extensions include other indicators such as MACD, company fundamentals, diversification, and allocation adjustments. The meaning and construction of the large-order measure are not specified, and the suggested filters would need precise definitions and historical testing before practical use.

Key ideas

• The screen requires RSI below 65 and more than two limit-up days within ten days.
• It also uses a positive product of price change and net volume from very large orders.
• The post treats these conditions as a combination of technical, flow, and sentiment signals.
• No performance evidence is provided, and the post flags manipulation and incomplete fundamental analysis as risks.

Tags

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