Chinese Stock Screening with RSI, Large-Order Flow, and Turnover

Summary

This Chinese stock-screening idea combines a technical condition, a capital-flow measure, and recent trading activity. It selects stocks with RSI below 65, uses the product of percentage price change and the net-inflow ratio for very large orders, and requires actual turnover on the prior day or two to fall between 3% and 28%. The accompanying explanation treats the turnover band as a way to favor shares with market attention while avoiding the hottest names. Example Python logic adds positive price-to-book and price-to-earnings filters and keeps up to 50 rows, though its data fields and timing do not fully clarify the stated prior-day criteria.

The post gives no performance results or evidence that these filters predict returns. It cautions that turnover, price changes, and large-order flow are uncertain and may vary across stocks and market conditions. It suggests adding technical or fundamental filters, but does not test those suggestions. The method is therefore a screening hypothesis, not a validated trading system; the supplied sample also does not specify portfolio construction, execution, or risk controls.

Key ideas

• The screen requires RSI below 65 and actual turnover between 3% and 28% over the stated recent period.
• It combines percentage price change with the net inflow ratio for very large orders as a capital-flow filter.
• The sample code additionally filters for positive price-to-book and price-to-earnings values and limits the output to 50 stocks.
• The post provides no measured performance and warns that turnover and order-flow signals can be unstable.
• Additional technical or fundamental filters are proposed, but their value is not demonstrated.

Tags

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