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Screening Chinese Stocks with RSI, Order-Flow Ratio, and Recent Limit-Ups

Article SuperMind
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Summary

This proposed Chinese stock screen combines an RSI below 65 with an external-to-internal trading volume ratio above 1.3 and at least one limit-up event during the prior month. The post interprets the RSI threshold as avoiding overbought shares, the volume ratio as indicating stronger buying interest, and a recent limit-up as evidence of market attention. It includes indicator references and a sample workflow for collecting stock data and checking the conditions.

The article provides no backtest, returns, or evidence that these signals predict future performance. It cautions that the approach emphasizes technical and trading-activity measures while leaving out company fundamentals and broader market conditions. It recommends considering financial, industry, and policy factors alongside the technical filters and adjusting criteria to market conditions and risk preferences. The sample data queries and definitions are not validated in the post, so readers should treat the workflow as illustrative rather than as a tested implementation. The method is a screening proposal, not a complete portfolio or trading system.

Key ideas

  • The screen requires RSI below 65, an external-to-internal trading ratio above 1.3, and a recent limit-up event.
  • The author interprets the filters as combining price momentum with buying activity and market attention.
  • The post supplies a sample data workflow but no backtest or performance results.
  • It warns that technical and activity filters do not account for fundamentals or broader market conditions.
  • The proposed screen is not a complete trading or portfolio management system.

Tags

China marketsEquitiesTechnical indicatorsMomentum

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