A Rebound Screen After Seven Down Days Using MACD and Inflow

Summary

This post outlines a Chinese stock-selection screen that pairs seven consecutive down days with a shrinking negative MACD histogram on a 15-minute chart and a reported increase in holdings above 5%. The setup looks for possible short-term rebounds after sustained weakness, while the capital-flow condition is treated as a sign of buying interest. It also discusses adding an upward-opening Bollinger Band and an RSI reading below 30 as further filters.

The post emphasizes that the signals are context-dependent: a seven-day decline or a shrinking MACD histogram may have different implications near a top than near a bottom, and unusually strong inflows may reflect overheated demand. It recommends considering valuation and other indicators, but supplies no tested results or detailed rules for combining the filters. The included code is partial, so the article is best read as a proposed screening concept rather than a validated trading system.

Key ideas

• The proposed screen combines seven declining sessions, a shrinking 15-minute MACD histogram, and a reported increase in holdings above 5%.
• The author presents the combination as a possible rebound setup after recent weakness.
• Signal interpretation depends on market context, since the same pattern may appear near a top or a bottom.
• Bollinger Band direction and low RSI are suggested as additional filters.
• The post provides no backtest evidence, and its code example is incomplete.

Tags

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