Stock Screening with RSI, Price Change, Large-Order Flow, and Listing Age
Summary
This post describes a stock screen combining an RSI below 65, the product of percentage price change and net flow from very large orders, and a listing history longer than three years. It presents these filters as a way to combine a technical condition, trading activity, and company-market history. A Python example applies the conditions to a stock data set, while a separate indicator reference notes RSI and volume.
The post gives no backtest or measured evidence that the screen improves selection. It acknowledges that the rules omit financial fundamentals and may miss other relevant factors, and suggests adding valuation, dividend, and earnings-growth measures or adapting the screen to market conditions. The example’s data fields and its listing-date cutoff are implementation details that may not match the stated three-year rule at publication time, so the screening logic should be checked against current data before use.
Key ideas
- The screen requires RSI below 65 and a listing history exceeding three years.
- It combines percentage price change with net flow from very large orders.
- The post supplies a code example but no performance evidence for the screening rules.
- It notes that technical signals alone omit company fundamentals and other potentially important factors.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.