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

Summary

This Chinese A-share screening proposal combines a technical filter, a trading-flow condition, and a turnover range. It selects stocks with RSI below 65, positive multiplication of price change by net flow from very large orders, and turnover above 2% but below 9%. The document presents these conditions as a way to balance price behavior, capital activity, and liquidity, and includes example indicator and screening references.

The post offers no backtest results or evidence that the rules predict returns. It cautions that relying on technical, flow, and liquidity measures can omit other relevant factors, and that turnover thresholds may carry risks at either extreme. Suggested refinements include adding chart patterns or fundamental measures, adjusting turnover bands by industry or market capitalization, and managing portfolio allocation and position sizes. These are proposals rather than tested improvements, so the screen should be treated as a hypothesis requiring independent validation and consideration of implementation costs.

Key ideas

• The screen requires RSI below 65 and turnover between 2% and 9%.
• It combines price change with net flow attributed to very large orders as a flow condition.
• The author frames the filters as a joint consideration of technical behavior, capital activity, and liquidity.
• The post provides no performance evidence and warns that the filters omit other factors.
• It suggests testing industry-specific turnover ranges and adding fundamental or chart-based criteria.

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