Stock Screening with RSI, Large-Order Flow, and Positive Returns

Summary

This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow, and recent gains. The post also gives example indicator definitions and a Python-style screening sketch, though the described criteria and code are not fully aligned: the prose emphasizes positive returns, while the example additionally requires positive price change and uses a field labeled for large-order circulation.

The author warns that results may depend on the backtest period and market regime, that technical and flow measures omit other drivers, and that a low RSI does not establish long-term strength. Suggested extensions include other technical indicators and company fundamentals, alongside allocation and position controls. No performance data, validation procedure, or detailed rules for the signal calculation are supplied, so the post presents a screening idea rather than evidence of a tested strategy.

Key ideas

• The screen combines RSI below 65 with a price-change and large-order-flow measure.
• It also selects stocks with positive returns, although the example code adds a positive price-change condition.
• The post cautions that market regime shifts can make historical screening rules ineffective.
• It suggests adding fundamentals, other indicators, and portfolio controls to address omissions and risk.

Tags

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