A-Share Screening with Low RSI, Seven Losing Sessions, and High Volume

Summary

This document describes an A-share screening rule that combines RSI below 65 with seven consecutive sessions in which the close is no higher than the open. It also requires current volume above 10,000 lots and an opening price above the previous close. The article frames the long losing streak as a possible sign of a reversal near a downtrend low, while high volume and a higher open indicate activity and interest.

The post gives formula references and sample Python-style screening logic, but it reports no backtest, trade outcomes, or evidence that the proposed reversal interpretation is reliable. It acknowledges that the rule uses technical and volume data while omitting fundamentals, and that volatile markets or changing conditions may reduce its usefulness. It suggests adding fundamental, industry, or other indicator filters and adjusting parameters, without specifying a tested improvement.

Key ideas

• The screen requires RSI below 65 and seven consecutive sessions with closes at or below their opens.
• It also filters for current volume above 10,000 lots and an opening price higher than the prior close.
• The article interprets the pattern as a possible reversal setup, but provides no performance evidence.
• It warns that technical and volume filters omit fundamentals and may be unreliable in volatile markets.

Tags

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