Stock Screen for Afternoon Inflows, RSI, and Repeated Limit-Ups

Summary

This document proposes a Chinese stock selection rule requiring positive afternoon large-order net inflow, a 14-period RSI below 65, and at least two limit-up events within a 500-day lookback. It presents the combination as a way to filter for shares with recent institutional-scale buying, moderate RSI, and a history of sharp upward moves. Formula and Python examples are included, but the post provides no backtest, benchmark, or measured evidence that the screen identifies higher-quality or profitable stocks.

The examples may not faithfully implement the stated rule: the Python uses recent net-flow fields, applies a candlestick-pattern function as a proxy for limit-up frequency, and processes only a subset of the listed stocks. These mismatches make validation necessary before use. The author warns that limit-up stocks can be highly volatile and that technical and flow filters omit broader market conditions and company fundamentals. Suggested additions include other indicators, sentiment and market data, and valuation measures.

Key ideas

• The screen combines positive afternoon large-order net inflow, RSI below 65, and at least two limit-up events in 500 days.
• The intended rationale joins a capital-flow condition with a momentum measure and a history of sharp price gains.
• The Python example uses a candlestick-pattern proxy that does not directly establish the stated limit-up count.
• No performance evidence is supplied, and the post highlights volatility and missing fundamental and market context.

Tags

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