A-Share Screen Combining RSI, Three Down Days, and Buying-Flow Signals

Summary

This proposed A-share screen combines RSI below 65 with three consecutive sessions closing below their opens, plus positive large-order buying indicators and a stated threshold for aggregate exceptional-order buying. The article interprets RSI as a measure of recent price movement, the run of down sessions as a possible reversal setup, and order-flow measures as indications of buyer participation. Its examples also impose conditions on volume, buying-to-selling volume, and the current close relative to the open, which appear to conflict with the three-down-session description.

The author cautions that the approach omits company fundamentals and industry context, and may favor volatile stocks or perform poorly when unusual market conditions weaken the value of order-flow data. Suggested refinements include adding fundamental and technical filters and assessing order sizes and volume ratios. No backtest or performance evidence is offered, and discrepancies between the written logic and examples make the rules ambiguous.

Key ideas

• The stated screen uses RSI below 65 and three consecutive sessions closing below their opens.
• It adds positive large-order buying signals and a minimum exceptional-order buying amount.
• The examples include additional volume and buyer-to-seller conditions that do not clearly align with the written setup.
• The author warns that short-term price and order-flow signals omit fundamental and industry factors.
• No performance evidence is supplied, and the implementation rules are ambiguous.

Tags

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