Chinese Stock Screening with RSI, Large-Order Flows, and Convertible Bonds

Summary

This Chinese stock screen combines a technical threshold, a money-flow condition, and a convertible-bond field. It selects shares with RSI below 65, a positive product of percentage price change and net large-order volume, and a nonempty convertible-bond name. The article presents these inputs as signals of technical strength, investor flows, and a company’s convertible-bond status.

The post gives a brief discussion of risks and possible additions, but it reports no backtest or performance evidence. It cautions that a narrow focus on technical and convertible-bond information can overlook fundamentals, and that stale bond data may affect realized results. Suggested refinements include adding chart-pattern and fundamental filters and keeping bond information current. The stated conditions are not fully operationally specified: the period for RSI and price change is unclear, and the convertible-bond field may not establish the company’s financial condition. The screen is therefore a sketch rather than a validated strategy.

Key ideas

• The screen requires RSI below 65 and a positive product of price change and net large-order volume.
• It also requires a nonempty convertible-bond name field.
• The post suggests combining technical and flow signals with bond information, but supplies no performance evidence.
• It warns that fundamental factors and timely updates to bond data may be missing.

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