Screening Stocks by RSI, Profit Growth, and Large-Order Net Flow

Summary

This proposed A-share screen combines a 14-period RSI below 65, positive parent-company net profit growth above 20% and up to 100%, and ranking by large-order net volume. The document presents RSI as a technical condition, profit growth as a fundamental filter, and large-order flow as a measure of recent market activity. It also includes an example data query and a Python sketch for calculating RSI, deriving profit growth, and sorting candidates by order flow. The implementation details do not fully align: the Python example calculates growth from a profit series with a generic percentage change, which may not represent year-over-year growth, and it does not specify how many ranked stocks to select.

The author cautions that relying heavily on large-order activity may expose the screen to abrupt price moves and recommends adding other financial, technical, and valuation measures, along with stop-loss and review procedures. No backtest results or evidence of returns are presented. The screen is therefore a proposed combination of signals, not a demonstrated source of investment performance.

Key ideas

• The screen combines RSI below 65 with net profit growth above 20% and no greater than 100%.
• Candidates are ranked by large-order net volume, which the document treats as a measure of recent fund activity.
• The provided Python sketch may not calculate year-over-year profit growth as described.
• The author warns against depending on order flow alone and recommends broader factors and risk controls.
• No backtest or performance evidence is provided.

Tags

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