Chinese Stock Screening with RSI, Order Flow, and Robotics Filters

Summary

This Chinese stock-selection proposal combines a relative strength index below 65 with a price-change and very-large-order net-volume condition. It further limits candidates to robotics-related companies with circulating market capitalization below 10 billion yuan. The article frames these as technical, capital-flow, industry, and company-size filters for selecting domestic equities.

It gives no backtest, performance figures, or empirical evidence that the combined screen improves returns. The author notes that the industry and size restrictions may exclude otherwise suitable shares, market conditions change, and tight filters can concentrate selections in a few names. Suggested refinements include adjusting the industry and capitalization constraints, adding technical or fundamental measures, considering market and sector trends, and applying allocation controls. The accompanying code is illustrative and its calculations may not precisely implement every stated condition.

Key ideas

• The screen requires RSI below 65 and applies a condition involving daily price change and very-large-order net volume.
• Candidates must relate to robotics and have circulating market capitalization below 10 billion yuan.
• The article offers a screening concept but provides no performance test or evidence of profitability.
• Industry and capitalization filters can omit candidates and may concentrate the resulting holdings.
• The author suggests adding valuation, trend, and portfolio risk controls.

Tags

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