Stock Screen Combining RSI, Beverage and Alcohol Imports, and Large-Order Flow

Summary

This Chinese stock-selection strategy looks for shares in the beverage and alcohol import-export industry with a 14-period RSI below 65 and large-order net flow above 0.05 for at least three consecutive days. Its stated rationale is to combine a technical filter with sector membership and persistent buying-flow data, then favor candidates described as being near a potential price reversal. The reference implementation also ranks qualifying names by a net money-flow measure.

The post cautions that technical indicators and a narrow industry focus can miss broader fundamentals, while large-order flow data may be misclassified or inaccurate. It suggests checking financial performance, industry conditions, and institutional activity, and periodically adjusting the rules. Although it includes example formulas and Python logic, it offers no backtest or performance evidence. The rationale about undervaluation, institutional accumulation, and stable long-term returns is not demonstrated by results in the document.

Key ideas

• The screen requires a 14-period RSI below 65 and membership in the beverage and alcohol import-export industry.
• It also requires large-order net flow above 0.05 on each of at least three consecutive days.
• The example implementation ranks qualifying stocks by net money flow.
• The article recommends considering fundamentals, industry conditions, and institutional activity alongside the filters.
• It provides no backtest or evidence that the rules produce the proposed returns.

Tags

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