Screening Stocks by RSI, Order-Book Volume, and Float Market Capitalization

Summary

This stock-selection recipe filters for shares with a 14-period RSI below 65, displayed buy-side volume greater than sell-side volume, and circulating market capitalization between 5 billion and 10 billion yuan. It combines a technical indicator, an order-book or trading-volume condition, and a size range. The article includes illustrative platform formula and Python examples for applying these filters to stock data.

The stated rationale is that the RSI threshold selects shares in a reasonable price zone, greater buy than sell volume reflects relatively positive market sentiment, and the capitalization range matches a chosen company-size profile. These interpretations are asserted rather than supported by a backtest, measured evidence, or a precise account of how the volume fields are constructed. The article acknowledges dependence on data quality and the narrowness of fixed numerical filters, and recommends adding market-structure and fundamental measures alongside adaptable risk controls. It does not establish that the resulting candidates have stronger returns.

Key ideas

• The screen combines RSI below 65, buy volume above sell volume, and a specified circulating-capitalization band.
• The recipe combines technical, trading-volume, and company-size filters.
• The article supplies example formula and Python implementations but no performance evidence.
• Data quality and reliance on fixed thresholds are identified as limitations.

Tags

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