A-Share Reversal Screen After Seven Down Days

Summary

This document describes screening main-board stocks for turnover between 3% and 12%, seven consecutive declining days, and a current-day gain greater than 1%. The setup seeks a possible rebound after a sustained decline, using turnover and price movement as its selection criteria. The article includes sample indicator logic and Python code, with a note that market and data-field names may need adjustment for a particular data source.

The document offers no backtest or return evidence. It warns that the screen may encourage chasing short-term moves and ignores company value, fundamentals, and valuation. It recommends considering those factors alongside the technical conditions and adjusting the screening horizon and thresholds to fit the intended approach. The sample code and formulas are implementation references; the article does not establish that the pattern predicts a profitable reversal.

Key ideas

• The screen combines turnover in a stated range, seven consecutive declining days, a daily gain above 1%, and main-board listing status.
• The proposed pattern looks for a potential rebound following an extended decline.
• The article supplies formula and Python examples but no measured strategy results.
• It flags short-term trading risk and the omission of fundamental and valuation factors.

Tags

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