Screening Main-Board Stocks by RSI, Daily Gains, and Large-Order Flow

Summary

This Chinese-equity screening proposal combines three conditions: RSI below 65, a daily gain above 1%, and main-board listing status. It further requires large-order net buying above 0.05 hundred million yuan for at least three days. The rationale offered is that a moderate RSI reading may leave room for a rebound, a positive daily move may indicate short-term strength, and sustained large-order buying may signal institutional demand.

The document includes sample SQL and Python-style screening logic, but it reports no backtest results or measured excess returns. It acknowledges that the method omits fundamental information and market themes, and that the large-order threshold may exclude otherwise attractive stocks. It suggests adding other indicators and fundamental or thematic inputs, relaxing the flow condition, and using stop losses and diversification. The provided sample code and described conditions may not map perfectly to one another, so the implementation details warrant checking.

Key ideas

• The screen requires RSI below 65, a daily rise greater than 1%, and main-board status.
• It also seeks sustained positive large-order net volume above the stated threshold.
• The rationale combines technical strength with a proxy for institutional demand.
• No empirical performance evidence is presented, and fundamental factors are omitted.
• The document suggests diversification, stop losses, and reviewing the strict flow filter.

Tags

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