A-Share Screen Using RSI, Seven Bearish Days, and Institutional Flow

Summary

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of institutional buying alongside price-based signals. It also provides formula references and sample Python-style screening logic, including additional filters for exchange, board, and market capitalization.

The article warns that the screen gives little attention to company fundamentals and may miss financial, industry, or policy risks. It suggests adding technical measures such as MACD and RSI change, as well as quarterly performance and earnings growth, then reviewing company and sector information. No performance results or backtest evidence are reported. The sample code and the prose also differ in some implementation details, so the screening criteria and data calculations would need verification before use.

Key ideas

• The screen requires RSI below 65 and seven consecutive bearish sessions.
• It also requires an institutional-flow indicator to be above zero.
• The sample logic adds exchange and market-capitalization filters.
• The article recommends incorporating fundamental and financial analysis to address risks the technical screen may miss.

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