A-Share Screen Combining RSI, Three Down Days, and Recent Limit-Up Activity

Summary

This A-share screening idea combines an RSI below a stated ceiling with three consecutive bearish sessions and recent consecutive limit-up activity. Its premise is to identify stocks showing short-term price weakness while retaining signs of strong market attention or speculative demand. The article presents formula and Python examples for computing RSI and candle-based conditions, and suggests adding valuation, industry, and risk controls when refining the screen.

The source offers no backtest or other evidence that the combination predicts rebounds or continued strength. Its rules are also ambiguous: the prose says the limit-up sequence occurred yesterday, while the examples use successive rising closes and do not clearly check exchange-specific limit prices. Three bearish sessions may reflect continued weakness rather than a reversal, and strong recent price limits can bring substantial volatility. Fundamental and industry considerations are largely absent from the base screen, so it should be treated as a hypothesis requiring precise definitions and historical validation.

Key ideas

• The screen pairs an RSI ceiling with three consecutive sessions where the close is below the open.
• It adds recent consecutive upward or limit-up activity as a proxy for market attention.
• The source suggests adding valuation, industry, and risk factors to supplement the technical conditions.
• The examples do not clearly verify exchange-specific limit-up events or fully resolve the timing of the stated sequence.
• No performance evidence is reported, and the combination may select highly volatile stocks.

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