Equity Screening with RSI, Large-Order Flow, and a Rising 30-Day Average

Summary

This post describes an equity screen using an RSI below a stated threshold, the product of percentage price change and very-large-order net flow, and a rising 30-day moving average. The intended combination blends a momentum-related price trend with a measure of trading activity or capital flow. A sample implementation also applies turnover and valuation filters and limits the returned list, though the text does not fully reconcile these details with the stated screening logic.

The author notes that technical signals can be imperfect and may lag price changes, and suggests combining additional indicators or tuning thresholds and selection size. The post offers no backtest results or evidence that the screen is profitable. Its explanation of what a low RSI implies is debatable, and the example relies on data fields whose definitions and availability are not established, limiting reproducibility.

Key ideas

• The screen combines a below-threshold RSI, price change multiplied by very-large-order net flow, and an upward-sloping 30-day average.
• The sample adds turnover and valuation filters that are not fully explained in the main screening description.
• The post warns that technical signals may be wrong or lag market changes.
• It suggests combining indicators and adjusting thresholds or the number of selected stocks.
• No backtest or profitability evidence is presented.

Tags

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