Screening Large-Cap Chinese Stocks with RSI and Buy-Sell Volume

Summary

This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a technical indicator, trading-volume information, and a size filter. It includes a screening formula and a Python example that retrieves stock data, checks the conditions, and collects matches.

The post notes that the approach may over-rely on historical behavior and favor large, popular companies, while overlooking potentially undervalued smaller stocks. It suggests considering additional valuation and business measures, testing historical data, and dividing the market-cap range into tiers. No backtest results, portfolio rules, or evidence of profitability are supplied. The data sources and field definitions in the example may need verification, particularly for the RSI and external/internal volume measures, before the screen can be reproduced reliably.

Key ideas

• The screen requires RSI below 65, an external-to-internal volume ratio of at least 1.3, and circulating market capitalization above 10 billion yuan.
• It combines a technical indicator, trading-volume data, and a company-size filter.
• The article warns that the approach may favor large popular stocks and miss smaller candidates.
• It suggests adding valuation or other indicators and testing historical data.
• The examples provide screening logic but no performance evidence or full trading plan.

Tags

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