Screening Chinese Stocks with RSI, Afternoon Flows, and a Rising 30-Day Average

Summary

This stock-selection screen combines three conditions: RSI below 65, positive large-order net inflow during the afternoon, and a rising 30-day moving average. The accompanying indicator references use a 14-period RSI and compare closing price with the 30-day average; candidates are then ranked by capital-flow strength. The article also provides example selection logic and a data-driven implementation outline.

The rationale is that the moving-average condition adds a trend filter, while RSI and afternoon flows capture momentum and buying activity. The page warns that the approach may be sensitive to market timing and that selected stocks can still pull back. It offers no backtest results or detailed validation, and its implementation appears to use daily data for a condition described as afternoon-specific. The article suggests combining the screen with other trend measures, but does not test such refinements.

Key ideas

• The screen requires RSI below 65, positive afternoon large-order net inflow, and a rising 30-day moving average.
• The stated RSI calculation uses a 14-period lookback.
• Candidates are ranked by capital-flow strength after applying the three filters.
• The article cautions that the screen may be time-sensitive and exposed to short-term pullbacks.
• No performance study is provided, and the example implementation may not capture an afternoon-only flow condition.

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