Stock Screening with RSI, Large-Order Flow, and Turnover

Summary

This Chinese-language post describes an equity screen that combines RSI below 65, the product of price change and a measure of very large-order net flow, and prior-day turnover above 8%. The stated rationale is to find stocks with favorable technical conditions, positive capital-flow signals, and recent trading activity. It also gives brief indicator references and a Python example that filters market data using these conditions.

The post warns that technical and flow measures can miss other drivers, and that high turnover may reflect temporary sentiment rather than durable performance. It suggests adding indicators such as KDJ or MACD, incorporating fundamentals, adjusting the turnover threshold to market conditions, and using allocation and position controls. It provides no backtest results or evidence that the screen is profitable; the filtering logic and example are not accompanied by validation details.

Key ideas

• The screen requires RSI below 65 and prior-day turnover above 8%.
• It combines price change with a very large-order net-flow measure as another filter.
• The post treats technical, capital-flow, and activity data as complementary signals.
• High turnover may be temporary and does not establish long-term stock quality.
• The suggested extensions include other indicators, fundamental data, and portfolio controls.

Tags

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