A-Share Screen Using RSI Below 65 and Three Consecutive Down Days

Summary

This A-share screening idea combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, while excluding stocks associated with Beijing. The document gives example logic in indicator-formula and Python styles. Its proposed interpretation is that the RSI and down-day sequence identify stocks with recent technical weakness, which might be investigated as candidates for further screening.

The article does not define an entry, exit, holding period, or position-sizing rule, and it provides no backtest results or return evidence. Its rationale therefore remains a screening hypothesis rather than a tested trading strategy. The text itself notes that technical indicators can lag or misclassify price behavior, that excluding a region may omit candidates, and that market sentiment and fundamentals are not included. It suggests adding other data and testing multiple time periods, but gives no methodology or results for those steps. The examples also depend on correctly aligned historical prices and regional classifications.

Key ideas

• The screen combines a 14-period RSI below 65 with three consecutive sessions closing below their opens.
• The example excludes stocks classified as associated with Beijing.
• The document supplies illustrative formula and Python approaches to the filters.
• It specifies no trade execution, holding period, exits, or risk sizing.
• No performance evidence is reported, and the author notes indicator lag and omitted market context.

Tags

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