Combining RSI, Earnings Growth, and Large-Order Inflows in a Stock Screen

Summary

This proposed A-share screen combines three kinds of signals: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and positive large-order net inflow during the afternoon. The article frames these conditions as a way to find stocks with moderate momentum readings, earnings growth, and supportive trading activity. It provides example screening logic and Python-style implementation, alongside filters for excluding special-treatment stocks, suspended shares, and limit-up cases. The article says the approach may miss other valuation, fundamental, and technical factors, and that changes in money flows can make results unstable. It suggests adding further indicators and considering additional flow measures. The examples do not establish that the stated data fields measure the intended conditions consistently, and no backtest, benchmark, or performance results are reported. The rules should therefore be treated as a screening proposal requiring data validation and independent testing.

Key ideas

• The proposed screen requires RSI below 65, bounded year-over-year parent-company profit growth, and positive afternoon large-order inflow.
• The method combines a technical indicator, a fundamental growth measure, and a trading-flow condition.
• Example implementations also exclude suspended, special-treatment, and limit-up stocks.
• The article notes that omitted valuation and market factors may affect outcomes and that flow signals can be unstable.
• No backtest or performance evidence is given, and the example data definitions need validation.

Tags

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